Strategically, blowing up or damaging beyond operation of a stargate is not an effective way of preventing travel to a world. As Daniel says, "They have ships", and all it would do it prevent access for you to offworld resources. It may slow them, but it won't stop them. Burying a Stargate allows you to prevent its activation is a good strategy if you can do it while it is inactive. You don't even have to bury it, just get enough solid mass inside the event horizon that prevents the vortex from forming. However, you can only do this while the gate is inactive so while connected to a gate within the time distortion field of a black hole or under constant activation by the Anubis's Stargate Destroyer in "Redemption" you are out of luck.
Blowing up a Stargate is difficult, needing to be within close proximity to a nuclear explosion in the gigaton range or something similar. While active with an outbound connection much of that energy will be absorbed by the gate and channeled into the wormhole causing it to jump destinations.
However blowing up a gate with an inbound wormhole is especially difficult. Not only would you get the force of the explosion you caused plus the explosive nature of naquadah going critical, but also of the energy being poured through the wormhole from the source. In the case of Anubis's attack on Earth that was enough energy to destroy the gate on it's own, so add a gigaton nuclear blast plus the force of the naquadah going and you have quite the firework.
As to the examples of the gate surviving extraordinary situations well...
- Buried in Antarctica is not all that extreme compared to gigaton force
- A meteor strike is not where near the magnitude of a gigaton force
- It was not so much connecting to a gate in a black hole so much as dialing a gate as it was approaching the event horizon and the time dilation effects translated through the wormhole made it seem like it was still there. If they had dialed later it would have been unreachable as relative to the outside universe it would have been destroyed.
- Forcefield, something else was maintaining the gate's integrity.
- Was probably thrown free of the planet with the rest of the planetary debris within the 1st minute of naquadria fueled nuclear fire, hence why the connection maintained beyond the 38 minute mark.
- Again shield, nuff said.
The "First Contact" example would be a good yardstick to what a gate explosion would look like without a nuclear trigger or purposefully weaponizing it like Anubis did.