I've looked into them before, but haven't bit the bullet yet. Here's one place you can get them:
http://www.hometech.com/power/surge.html
About $300 (after shipping), plus installation. That's a lot of power strips.
One thing about any surge protector, including the whole house ones, is that they wear out over time. Every time they absorb these little surges, it reduces their ability to absorb surges a little bit (or a lot, if it's a big spike). Eventually, they wear out completely. If your power strips are more than 5 years old, they probably aren't doing anything for you.
I'm sure the whole-house units will last longer, but eventually they wear out too, and the component inside that actually absorbs the surge will have to be replaced.