From my research (and others will chime in here too) the simplest setup seems to be the best. You can place a laptop into a laptop-case and stash it inside a filing-cabinet and it should be safe.
You can place spare automobile computer parts / electronics inside a tin-shed (away from the walls) and they will be protected.
You can place a whole vehicle inside a steel quanset and it will be protected.
Now, just to put up the disclaimer:
As long as there are no power wires, cables, etc that could direct the EMP blast into those areas, it should be fine. EMP seems to flow similar to a lightning-bolt and it will take the path of the least resistance. A thick welding-wire will direct more EMP blast along its length than a long string of 10-guage wire will. The wiring inside the walls of your house will carry more EMP-blast than the wiring inside your car will.
The EMP-blast is also diminishing from point-of-origin. If a man-made EMP (nuclear device) goes off 10 miles above the ground, anything directly below that blast-zone will be hit with EMP. Anything 100 miles away can be affected by the EMP flowing along power-lines, with slim chance of being directly affected (via air). Anything over 1000 miles away (line-of-sight) would be relatively safe unless it is plugged into the grid, then bets are off.
For more information on the reaching effects of EMP, you can read about "
Starfish Prime" where an EMP-burst was set off near Hawaii and the kind of damages that were recorded. For quick reference, Starfish Prime was an experiment with a nuclear-blast about 250 miles over the earth and it affected Hawaii at approx. 1000 miles - line-of-sight. There were no recordings (that I have found) of troubles beyond that distace.