I'm not really a big-time expert on this topic, but I do know that lightning is actually ordinary static electricity ... except on a massive scale. As with any electricity, electrical current will always seek the shortest path to ground. I don't mean the shortest distance, necessarily - thinking in terms of electrical "path" the shortest path might be into a pole, across 150 feet of wire, and then down a metal tether to the ground. Of course, a lot of things (like people) have a certain amount of "ground" in them. Therefore, since that current is looking for the shortest path to ground, it will ground into you as much as you'll hold before it continues on the next closest ground (possibly using you as a conductor).
Other stuff has "ground" capacity as well, with some stuff being higher than others. I tested this once with a test light designed for checking the ground connections in standard household electrical outlets. Basically, you feed the red wire to you common side of the plug, and the black to the ground port on the plug. If the ground is good, the light lights up. If not, you get a dim light or no light at all. I got curious (and felt like pushing my luck), and I tried using different things around the house as a ground. I did take precautions to protect myself, such as wearing rubber insulated gloves, etc. Believe it or not, one of my frying pans had enough "ground" in it to power the little light, although dimly. (Yes, I took the common red wire and stuck it in the common side of an electical outlet, and ran the black wire to a metal frying pan sitting on my wooden countertop - not touching any other source of true ground.) The point I guess would be that while a lightning bolt might not run directly through your PC or TV or whatever, there might be other "pieces" of the original bolt that will divert to fry your other stuff while it looks for the quickest and shortest path to a source of "ground".
So, my advice would be to:
1) Unplug it if you don't want to take any chances - this includes all manner of wiring, phone, power, etc.
2) Ground your home and all wiring coming into the home as good as you can ... more ground points are better than one. Drive good long metal poles into several places around the house and run good thick guage wire to all your ground points. The idea is to create the most free-flowing electrical path to the ground. Hopefully, it'll help any surge or stray bolts find their way to ground. I actually wired a separate dedicated power line from my breaker box to where my PC is located. I also ran a separate dedicated ground wire just for that one outlet. (This was in addition to the normal ground that the rest of the house uses.) The wiring and related hardware actually cost me less than my UPS did, so it's not like I spent a fortune or anything.
and lastly,
3) Use a good surge / UPS combo that'll cover you for the surges you don't expect. (Like the ones that happen on clear days when there's not a hint of a storm in the sky.)
Again, I'm not a big expert, but I feel 99% accurate in what I've said here. Good luck!