On a recent independent tour across the Canary Islands, we decided we didn't want to take any chances with punctures, so we invested in some Schwalbe tyres. It's one thing to have a puncture on your Sunday morning ride, and another to have one when you are racing to get to the hotel in Gran Canaria with night falling and you're in the middle of nowhere. Repairing a puncture and getting the tyre back to an acceptable pressure to stand the combined weight of an 85 kg cyclist and 2 loaded panners with a just a hand pump was not a prospect to be relished.
The tyres are not cheap, and I guess Schwalbe would claim they are puncture resistant rather than puncture proof, but still, probably a wise investment for the cycle tourist or commuter. Check out the Schwalbe website for more details.