I always unplug mine completely. From past experience this summer do not assume that leaving anything plugged into a surge protector and then shitting off the protector will do the job.
I did this during Hurricane Irene this summer and when we had a power surge the surge protectors did not do the job that I assumed they would. Needless to say we lost a lot of electronics in the house. I did however have my machines and computers completely unplugged and they did survive.
Thought you might want to know this as I had to learn the hard way