I deal with lightning damage on a pretty regular basis with my job. As a few have mentioned, unplugging the games is a sure way to protect them.

Buy a decent power strip surge protector with high joule ratings (10,000s).

Install a whole home surge suppressor that is mounted off your main electrical panel.

Request your local utility to inspect their system in your area. They should verify grounding and no lightning arresters have failed.

Hire an electrician to inspect your electrical service. Make sure that the grounding is correct, ground rods have been installed properly, no corrosion on your ground or neutral bar, verify your ground and neutral bars are bonded in the panel. I'd also suggest having all the bonding checked; your ground system for your electrical service should also be bonded to metallic water lines, telephone, cable TV, and metallic gas lines.

I also agree that if your home takes a direct shot of lightning, you will have damage. I've seen cases where wire inside walls have been vaporized and once saw a garage door opener motor blow through the garage roof.