Not that I'm paranoid or anything, but an ammo can should make a good faraday cage for smaller electronics. I picked up a couple largish ammo cans that were designed for optics, foam padded on the inside. When not in use I keep my Goal Zero solar charging kit and some new Sanyo Eneloop batteries in one and a few radios and other electronic devices in the other.

Disconnecting from long antennas is a very good recommendation. In this case an antenna is any piece of metal than can capture and feed current to the electronics. A power cord is an antenna..

Big question is how well automobiles will do if we get hit. Radio antenna is an antenna and cars these days all have computers...