I had a real bad string of flats - I've had about 9 since I first got my road bike in March - about 1500 miles. The first one was a pinch flat - about 2 weeks into owning my bike I realized I didn't have a gauge that went past 50 and I was riding with too low pressure. After I finally bought a pump, I had another flat the first day I pumped it full. That one I patched, and then 3 days later I had another flat. It was when I saw the green "scab" pushing through the sidewall of the tire I realized what that problem was. This was an conti ultra sport. I got a 4000 to replace it, but was still getting lots of thorns, glass, flints, etc.
Finally, a few weeks ago a buddy of mine says "You need to look into Mr. Tuffy liners or something". So, $16 and several hundred miles later and I haven't had a flat since.
Just yesterday, I was riding back from about 30 miles and I was thinking "I sure don't remember this road being this rough" and when I got home I inspected the tire and saw this little guy poking out:
You can't see it from this picture, but the head of the nail was worn completely off - I'd probably ridden that way at least 2 miles.
[edit]Rode another 40 miles this morning on the same tire without any issues. I went to top it off with air before I left and it didn't even need it[/edit]