Surge Protectors provide some insurance against a high transient voltage on the AC supply from getting into and damaging the amplifier. This protection is not 100%. A direct or nearby lightning strike can overwhelm even the best protector. However they do offer some protection for not very much money. 

AVS has a very good article on surge protectors here. www.avsforum.com/the-best-surge-protector/

Their choice for best surge protector is the Tripp Lite TLP1008TEL
This unit will quit passing power when the protection wears out. They make the argument that this prevents a false sense of security. For systems that must always operate, like professional sound reinforcement, you would want to choose one that does not have this feature. Many professionals use a series mode protector like one of the Surgex products.

If you live where there is very stable power and no lightning storms, you may not need surge protection.