Someone told me that surge protection only *really* works when it is at
the Main panel.


It is certainly true that you want to stop these transients as soon as
possible. The panel protector works so well because it has a very short path
to ground. Make sure that is a good ground and that all of the other providers,
phone, cable etc, use it. Then your point of use protectors are only stopping
things that happen past your main. That is usually the lightning that hits the
tree in your yard.