Another excellent question!

Yes when you are driving an inductive load you want to make sure you install a method of limiting the inductive backlash when you release the output.  This is particulary important on solid state outputs.  Not doing so will eventually destroy solid state outputs (The SLC I/O is particularly vunerable for some reason).  It is generally a good idea to individually fuse the outputs if possible.  If not, then fuse groups of outputs. The old PLC5 cards actually had fusing built into the card.  Of course you had to shut down the whole system to replace those fuses...but it was better than nothing. 

The methods used for protection are different depending on whether you are controlling DC or AC outputs.  With a DC output, you simply can put a diode across the coil. Make sure your polarity is correct or you will simply be shorting out your output.  Obviously a diode will not work for AC outputs (unless you want to build a rectifier into it).  There are two accepted methods for inductive loads with AC.  The MOV (Metal Oxide Varistor) and an RC (Resistor/capacitor) circuit. MOV's seem to be the accepted standard, but both work.  Once again you just place the MOV or RC network across the coil.  You dont have to actually design the RC network yourself, there are little packaged devices made specifically for this purpose.  Google RC snubber or MOV and you will get a better idea what you should look for. 

Hope this helps.

Russell