Products on the mains side that claim to improve audio quality piss me off.
Like already stated above, they're pretty much irrelevant anyway for any (well designed) device using a DC voltage for operation.
If you need clean AC power for some reason, I think one of the more convenient ways to get it is by using an online (double conversion) UPS, which also feeds everything downstream through a DC stage with filtration. I haven't had the need for it myself so I don't know how well the cheapest <1000 usd/eur UPS'es perform, that'd be interesting to see some measurements on. I'm sure you can get a very well performing UPS for much less than some of these astronomically priced audiophile bullshit products though.
A few words about the surge protection, since that loosely relates to my field of work in EE. Like Amir said in the video, a device like this won't provide any protection from large voltage spikes, and in case of a direct lightning hit it's all up to luck anyway because no one can predict how the energy from the strike travels. If you're unlucky every single cable and connected device will be fried and or pretty much evaporated (I've been to a couple of houses hit by lightning). What they can protect your gear from though is smaller transients that can come from e.g. some switching event in the grid or a neutral fault on your side of the transformer.
If you want the best protection possible, you need it in several stages and it has to be planned according to the building. Not taking into account external protection like lightning rods and other conducting systems etc, overvoltage protection divided into 3 types at least here in the EU. Type 1 is used at the incoming connection from the transformer (main panel), and is a must if you got lightning protection on the roof etc. It can handle large and long lasting surges, but isn't sufficient alone to protect your home appliances. In the most primitive forms it's pretty much just a spark gap to ground where the large surges "jump" over.
In conjunction you need a type 2 protection device, it can be combined with the type 1 device, and if you got electrical subpanels in the building you want type 2 protection devices in those.
Then on top of this you would use a type 3 protection device close to the equipment you want to protect, behind the socket or after where you plug your devices. All these cheap surge protectors that are sold to consumers which you plug your devices into it fall into the type 3 category. When used alone, their protection is very limited.