Will a lightning surge on the AC lines blow them? Probably incandescents are largely immune, but if there were a nearby strike, could you end up replacing a lot of expensive lights?
Surge protectors, installed at your main service (circuit beaker) panel, is current state-of-art.
These "whole house" surge protectors can be retro-fitted to many existing panels, as shown on home improvement programs (PBS, DIY Channel, HGTV). That can address some of these issues.