You can keep out RF using filters from the likes of Arcotronics, Corcom, Schaffner. These may the blocks you saw. They are stocked by a lot of suppliers.
Lightning and switching surges are usually dealt with using a surge arrestor, or in smaller sizes a metal oxide varistor or MOV. MOV's are often used in conjuction with the filters described above and are normally connected on the supply side of the filter. Bowthorpe are probably the biggest supplier of surge control products in Europe.
Overcurrent and short-circuits require fuses or circuit breakers. For the sake of convenience, and to avoid people replacing blown fuses with M5 screws or 1/4" studding - I've seen both! - I think circuit breakers would be more appropriate. You must take great care sizing the circuit breakers or fuses to ensure discrimination and to ensure that circuits are adequately protected in order to meet your country's technical regulations.
For small dips, you might get away with a constant voltage transformer. If you have truly awful power quality, such as from a marginally-rated generator shared with the lighting system, a small UPS may be worth considering for the preamps, FX units, mixer, etc. Power amps are usually a bit more forgiving of power disturbances.
If most of what is written above seems to be in a foreign language, please get some help with designing this system, especially regarding breaker sizes and cabling. Have a search on Google for some of the products and companies I've mentioned.
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If we learn from our mistakes,
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