Typically you want a RC/Diode Suppression to protect the outputs of a PLC. They are also a good practice just to suppress noise if you have a lot of AC coils on a circuit. Are you burning out the Temperature Controllers (Watlow comes to mind) or are you burning out something else?
If the Temperature Controller is a "simple device", such as a simple on/off contactor, then I could see suppression being of value, but again mainly to protect the control that engages a relay.
DC circuits are now a days, protected by built in diodes, we like them because they also indicate state, but AC relays/circuits often do not have this protection integrated.
What device is burning out? A model would be great, just for clarity.