A simple way to test what you build is to just take a AM/FM portable radio with you into it. If you can still receive stations, you dont have sufficient attenuation. You can try it in a microwave oven which makes a pretty good cage for low frequency signals such as AM broadcast. Find a station, turn up the radio, and stick itin the oven. As you close the door, you'll notice that the station either disappears or becomes much weaker. BTW, if you live next to the AM transmitter, you'll have a hard time testing this. Pick a fairly distant station, say one that is 20 or so miles away.
A couple of points about faraday cages:
1. They are straightforward in principle but difficult to build successfully, particularly large cages. The devil is in the details. The cost also increases quickly with size.
2. Doors are tough. The shielding has to be continuous around the opening. Finger stock can be used but it sees a lot of stress as the door is opened and closed, so the fingers can break or bend, compromising the shielding.
3. Cable entrances have to be decoupled so the cables don't conduct RF energy into the cage. This can be done with feedthrough capacitors and chokes. The design of these items is critical.
4. Faraday cages do not need to be grounded, contrary to what a lot of folks will tell you.
5. A slighly smaller cage is often built inside a larger cage. This will give you increased shielding. The two cages are connected together at one and only one point. Everything above applies to the inner cage.
6. They are typically made with copper screen (not cheap) so the all the seems can be soldered together. Materials that can not soldered are not a good selection.
There's more, but....
An interesting point is what happens along a long seam, such as along all sides of a door. Seems act as the inverse of a dipole antenna-the slot antenna. As a result, seems radiate signals into the interior of the cage!
Personally, I wouldn't worry about it. We will have a lot more to worry about than damaged equipment if an EMP event occurs, be it from a high altitude nuclear burst or a coronal mass ejection.
Protecting panels is all but imposible.
Hope this helps!