Unplug home applainces during a heavy thunderstorm?  

Yes I always unplug things. I also make sure never to talk on the phone when there is a bad storm. But you should also take caution when opening the fridge. My aunt was opening the fridge once and lightening struck close enough so it came in and she was thrown clear across the room just because she had her hand on the door handle of the fridge.

You should also be very leary of open windows during a thunder shower lightening can come inside through them.

Yes of course.My parents are very particular about it.We close refrigirators, television sets and computers and unplug them during thunderstorms. But at hostel I just ease out and dont care that much.But as a result of my carelessness my computer's SMPS got fused and from then on I never forget to unplug things since that event.