Many UPSes do have integrated surge protection. But have yet to see one that also includes auxiliary connectors like 8P8C (RJ-45) for ethernet, or for phone or coax. Instead, I recommend having separate point of use protection ahead of the UPS, and minimizing the cabling between these components to minimize inductive surges.

I also recommend the use of wireless networking at home, and either/both wireless and fiber optic in an office. But if you do need to run ethernet cables (like in an office where conversion to other means is difficult), then be sure every individual end use is protected with a power strip protector that includes an ethernet port pair. All interconnected equipment must be on the same protector. Two separate protectors, especially on separate power circuits, where devices on different protectors are cross connected by metal conductors, is just NOT protected. If a computer station needs more outlets, then cascade one protector into another (but limit other connector types like ethernet to the first).

I've only found ONE power strip protector that includes ethernet. I found it here (and bought a couple dozen to protect the office where I work, which had everything wired before I came to work there, which made quite a nightmare).

http://www.cyberguys.com/product-details/?productid=30778

These protectors also have a nice sideways plug. But don't let that tempt you into using two such protectors on the same outlet in parallel, unless nothing is interconnected between each protector's connected equipment.