The biggest difference for A/V specific filters and regular surge protectors or UPS’s is the information the unit gives you (more than a surge) and, quite honestly, the case (could be put in an A/V setup and not be an ugly black bread box). Also, you should be running your signal cables through some sort of surge protection as well. Electricity doesn’t care whether or not it’s a power cable or a coax, and it’ll find a way to keep travelling along a wire. For this protection, the A/V specific unit passes the signal through with zero loss, as well as cleaning up any electromagnetic interference that may be messing with the signal. Usually, regular UPS’s and surge protectors don’t have a coax protection port, and if they do, they don’t offer zero loss, or EM cleanup.
As with anything, it really just depends on your tolerance for risk on your system. I WILL tell you that if you don’t have something that has AVR on it, it will most certainly shorten the life of your receiver and your TV.
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