You could buy a filter for your incoming power, that would catch the surge from the line from the transformer to your house. POTS telco too. The filters are COTS items. (big distribution transformers are in the process of retrofit against solar flare-induced saturation, many also have considerable attenuation against HEMP).
My internet and TV is fiber, no point in filtering that.
We as citizens could do what the government/military does to harden against HEMP or SREMP. Personally I think an attack by hoards of people armed with sticks and stones to be more likely.
Can you elaborate on what these filters are or where to get them? (eg post a link)
The EMP is a radio frequency pulse, with a phenominal amount of energy behind it. Your filters that you have around the house and the home are designed to remove spikes from hair dryers, your AC firing up, stuff like that. We are talking about noise well below 1,000 hz. We are talking of ramp rates that are millions of times slower than an EMP. Unfortuntately, these are all but useless where EMP is concerned. Think of trying to stop a speeding bullet with a butterfly net. Chances are that the butterfly net will be left completely functional, it won't even know that the spike sailed through it.
If I were to attempt to design something to be EMP resistant, it would be expensive - even schotky diodes that are used to eliminate ESD spikes are going to be to slow and sluggish to respond to an EMP pulse. The only thing I can think of would be to build a Faraday cage around your home, with each square being less than 1 sq. ft. in size. Don't have the time to do the calculations, but your mesh would have to be fairly tight - and your cell phone will not work in the house anymore, chances are you'll also loose your wireless router too. Bluetooth may still work in your home, but I would expect the range to be drastically reduced. I think you could keep your windows, if you covered them with a metalic film - not sure on that one.