The problem is that if the system goes down without proper shutdown, default behaviour is to stop in the Grub menu. This is pretty ridiculous for servers.
As it happens I managed to buy the only UPS (from APC) without remote access, so I can't set the system to shutdown in case of power failure. But the UPS should be able to keep the system running for at least 30 minutes, easily, and our power failures are not that long. Think there has been one that long once and that was because our mains was cut by some workers.