Different countries have different ideas.
In the UK you now need RCD protection on sockets.
In Aus and NZ the lights and sockets need to be protected by a RCD.
A "whole house" RCD (which means - literally - one RCD, usually as the main disconnect) is a spectacularly bad idea, but mandatory as a minimum in some places. You can improve over the minimum by using multiple RCDs (which in the UK is known as a "split load" panel), or combo MCB/RCDs, the latter now verging on affordability due to their widespread use.
In Europe RCD trip currents are no lower than 30ma, whereas US GFCIs are 5ma. I dont know why the difference, but 30ma has proven sufficiently good to prevent people being electrocuted, and thats on 240V. I dont know if its still the case, but a few years back we were told there hadn't been a reported electrocution of anyone protected by a 30ma RCD.