You do not need a diode to protect a circuit and components if you choose SSR. Diodes are used as fly back diode in mechanical relay circuits.
It would help you, if you understood a difference between mechanical and solid state relay.
Electro- Mechanical relay:
Electro- Mechanical relays are being used with fly back diode protection. This is because, when these relays are powered by power supply they create magnetic field around the coil which makes NO contact to NC.
The magnetic field is created by electrons flowing through the coil which puts their energy into the coil to create a magnetic field. When the power supply is stopped, magnetic field will be changed into emf which is called back emf that will pass through the circuit which causes magnetic field to collapse. This voltage will be high enough to damage the circuit.This process happens based on law of conservation of energy.
To prevent damage diode is connected in parallel with the relay which by pass the path of back emf.
For in depth detail: http://www.douglaskrantz.com/ElecFlybackDiode.html
Solid State Relay :
Solid state relays are different than Electro mechanical relays. Opto coupling is the principle behind sold state relays. Solid state relays can be separated as input circuitry and output circuitry.
In input circuit, IR LEDs or other light emitting diodes are present in series with the current limiting resistor and a photo sensitive diode or phototransistors. There will be a small gap between the LED and Photo sensitive diodes. Small input signal is needed to energize a LED which illuminate light that will be focused on photo diode across the gap which in turn turn ON output circuit.
Output circuit consists of Triac, SCR or Transistor depends on the output type AC or DC. When Output circuit turns on, then power to the load will continuously pass on.
In this SSR, isolation is provided upto great extent and there is no possibility of inductance problem etc. So, technically diode is not needed for SSR.