> Thats what limiters are for.
Limiters cannot either distinguish or protect against the technical difference between a sine wave and a square wave:
http://i.imgur.com/oE5NFZ9.png
The red trace is a normal audio signal that doesn't exceed the dynamic range of the amplifier. The green trace is an example of the kind of signal one gets by turning the volume up way above normal.
In a hypothetical speaker of one ohm and a peak voltage of one volt, the red trace has a time-averaged power level of 1/2 watt. The green trace has a power level of one watt -- twice as high, and possibly too high for the speakers to tolerate.
> Speakers/amps should have DC protection builtin.
This example should show that this isn't possible without taking the temperature of the speaker's activation coil -- and even that might not work.