I had my first flat with my Marathon Supremes today. It was a little (skinny and sharp) piece of wire maybe a centimeter long. I'm pretty sure it would not have caused a flat on my Armadillos or Marathon Pluses. But I had a little over 1000 miles on these tires so I don't feel too bad.
I also found several small pieces of glass that hadn't caused any flats. I think they would have flatted any of the other tires I've had (except the Armadillos).
No tire is flat proof. You have to choose the tire that gives you the right amount of protection for your circumstances. Two or three flats a year is okay with me, six is over the line. Your number may be different than mine and your route may be tougher than mine.
I love the ride on my Supremes and the wet grip is awesome (got to experience that today too, what is it about rain and flats?)