It's best to use a "central point of ground"...
That is, if you are using a cold water pipe ground, then run large gauge ground wires from the various devices (electric, phone, cable) to that same point.
Or if using a ground rod, then to run the wires to that point.
The reason for this is a thing called "ground loops". You can get electricity flowing between grounds if grounded at different points. Electronic stuff does not like this - it can cause "noise" on audio/video systems.
Ground loop...
http://www.epanorama.net/documents/groundloop/
Then so far as lightning goes, if a surge of this high voltage electricity is directed to the house via utility wires (electric, phone, cable), I feel it is best to keep that high voltage "outside" where it belongs. That is it would travel in the wire going to the house, then be caught by the surge protector outside, then directed via the ground wire from there along the outside wall to the ground (ground rod, cold water pipe ground).
I would not want to "invite" a high voltage surge of electricity inside the house (by placing the surge protector there), then have the surge travel on wiring located inside the house, then go back outside.
Like in this picture, everything is outside...
http://www.mikeholt.com/htmlnews/grounding/figure1.gif
Of course you can't always keep everything outside. But the idea is to not run the "path" of a potential high voltage surge through the house if you can avoid it.
As to grounding, it used to be that a cold water pipe ground was ok. Then plastic pipe came along! These days 2 ground rods placed 6 ft. apart is the best and the cold water pipe "bonded" to the ground rods.
The problem is that someone may have replaced the underground water pipe with plastic pipe and it is no longer a good ground! Or someone may do this in the future and not bother to move the electrical systems grounds to ground rods.
Here are a bunch of articles on grounding vs bonding from EC&M...
http://www.google.com/search?hl=en&...hts=&as_occt=any&cr=&as_nlo=&as_nhi=&safe=off