For mains attached circuits: what do I need to protect against and how do I do it?
Protection of electronic equipment is normally defined in IEC 61000 standard. It includes protection against ESD (61000-4-2), immunity to EFT (61000-4-4), 61000-4-5 (lightening surge immunity), etc. The standard is a collective wisdom of what kind of surges are typically there, and defines several classes of equipment protection. Here is an example from Texas Instruments, with examples of what to protect against, and partially how. There are many other good write-ups, with examples of protection solutions. The keyword is "IEC 61000".