As the previous poster stated, thorns are tough. I use Conti GP4000's on my road bike and have had had a couple bad flats from glass and construction debris (nails, small pieces of steel, staples, etc). I'm not sure if anything would have prevented these flats as they cut right through the kevlar weave of my tires. Some guys use Gatorskins and swear by them but it depends on where you ride. If you ride in urban areas and on roads with lots of thorns and tacks, you might be out of luck. You may need some Slime and some of the various tire saver rim strips available.
Usually MTB tires are more immune to these types of things but any tire can go flat. I usually do NOT run my road tires at max psi. Max PSI does not give you better rolling resistance and because the tires bounce over bumps, can actually reduce your rolling resistance. A good practice is to wipe down your tires after each ride. I've notice small glass chips embedded in the rubber but not all the way through. This helps eliminate some flats, I imagine.
Let us know if you find something that works for you!
Cheers,
J
