1. Some devices tripped and others didn't because - my semi-educated guess - is that some were on one "hot" line into the house and some were on the other "hot" line. Most houses have two 120vac lines and a neutral. Connecting the two 120vac lines will give you 240vac for stoves, electric heat, dryers, etc. but connecting one 120vac line and the neutral will give you 120vac for lights, TV, computers. When a surge comes down one "hot" line and not the other, the suppressors will blow and do their job by shunting the surge to the neutral. If the suppressor blew up or got burnt or whatever but your gear is okay, then it did its job. Sometimes these devices are "sacrificial".
2. There are whole-house surge suppressors available at places like Home Depot or Lowes. Usually an electrician needs to install them. These will protect every outlet in your house. Here's an example from Home Depot:http://www.homedepot.com/p/Leviton-120- ... ceCqNjnKW4
3. This reminds me that after my APC UPS failed last week, that I need to at least get a surge suppressor for my rig. $8 is cheap insurance.