Solar Storms: Coronal Mass Ejections Viewed In Detail By NASA Spacecraft
The article referenced above mentions potential problems with spacecraft electronics, but not electronics on the surface of the earth. A CME may cause fluctuations in the magnetic field of the earth on a scale that interacts with the power grid (very long wires), but the same magnetic field fluctions would not affect your computer or car (very short wires). A CME consists of charged particles, most of which do not make it through the earth's atmosphere. I don't think there would be any benefits to shielding your electronics to protect them from a CME. A CME is
not an EMP (Electromagnetic Pulse). You do want to be sure to have a surge protector of some sort to protect your electronics from voltage fluctuations coming in via the power grid - this is a sensible thing to do regardless of CMEs.