When you say "lightning protection", what exactly do you mean? Are you thinking about just grounding the antenna coax before entering the house and maybe putting a transient arrestor on it, and bonding the coax ground to the electrical service ground? Yeah, you should do that. Or are you thinking about a lightning protection system with air terminals, heavy lightning conductors and ground rods for protecting the house against a direct strike? You probably don't need to go that far.
The amount of effort put into lightning protection and grounding should be at least up to the standard of the local electrical code (NEC in the US, NEK 400 in Norway, BS 7430 in the UK, etc.), but a wish to go beyond those standards should be tempered by the risk of lightning damage. Here's a Weather Channel map of lightning risk in the US for example: http://www.weather.com/encyclopedia/charts/lightning_risk.html
In low lightning areas, it's not common for residential buildings to need a lightning protection system, except for highrises, hospitals, etc.
Are ham-band antennas more prone to attract lightning than a TV antenna at the same height?
No. The lightning doesn't care what service the antenna is used on, it only cares about its physical shape and impedance to ground. There is an element of chance of course - your neighbor might not have incurred damage, but you might get just the "right" conditions next summer.
Is ham gear. both hollow- and solid-state more prone to lightning and other collateral damage than consumer electronics?
I don't think so; it would be more expensive to replace though.