Swapped over my Schwalbe Marathon for Conti GP 4 Seasons at the weekend. Went on a 90 mile club ride and got my first club puncture! Two very sharp thorns straight through.
They're much faster and lighter than the Schwalbe obviously, but it doesn't seem the puncture protection is as good. Nothing got through those Schwalbe.
So 1600 miles on the Schwalbe Marathon. 1 pinch puncture going over a MASSIVELY sunken grid.
130 miles on the GP 4 Seasons. 1 puncture, but 2 thorns. Obviously it's impossible to tell until I've done similar miles on the Contis, but if you're after puncture protection and not too bothered about a little extra weight then look at the Schwalbe Marathon Plus.
There is no way of knowing if the Marathon Plus's would have survived the thorns either, from the threads on various forums I have read thorns seem to be Marathon Plus's main, probably only, road debris puncture weakness.
I had Marathon Plus's before the 4 Seasons, they did not feel good in the wet which was more of a concern for me than puncture resistance. But after 2000 miles I think they have been an excellent replacement.