I have aften wondered the same thing.
I have ordered a small TT, and I asked my dad (retired master electrician) about surge protectors etc....
He said not to worry about it, ( I wont be using alot of electrical appliances in the trailer) and to just get small $7 ones for maybe the laptop; or if I was only using 110V I could put a small one outside on the connect to my trailer.
I will however get a voltage meter.
If I was like you and had a large unit with many appliances, I would probably get an outside surge protector (supressor), but idk how much they would cost. I know a surge protector for a house is 1k so........?
Another thing to consider is voltage drop, so if the power outlet is far away from your unit, (at most Ontario PP campgrounds it is 100ft away) you will not be getting the full amount of power from the source. Not a concern for me and my needs though.
I'm sure we will get alot more different answers and I am curious to see what the others will say about this.