Power amps into surge protector/Conditioner or DIRECT to wall? Final verdict?

Just curious. I've heard for years not to plug amp into a surge protection evice. Does this apply to a preamp as well? Are the component fuses enough? Do affordable surge protection/conditioners exist that do not effect sound quality? 
Some of the mid line Furman studio units look nice. Plus you have the SurgeX/Brick devices that look like real winners. However, I'm not wanting any sound quality issues. BUT, I don't want my equipment destroyed as well. 

Thoughts please