One risk mitigation step you can take, is to electrically isolate your computers and external drives in a Faraday cage. Electrically isolated means unplugged from both power and wired networks. A car struck by lightning acts like a Faraday cage—the electricity stays on the outside. If you're on battery power, using wireless to access the Internet, while you drive around, your computer equipment should be safe from lightning strikes, but the non-directed energy of an EMP would pass through the windows damaging that same computer hardware. A Faraday cage should also protect against coronal mass ejections of the Carrington sort too, but I'm not certain.
Pictured below are some common things that act like Faraday Cages. The flash drives and hard disk in the picture are in ziplock bags to make sure that they're electrically isolated when stored in a cookie tin or other metal box. I'm sure a stockpot would be fine for a netbook and smaller laptops. Large tool chests, fire safes, microwave ovens, and gun safes are some other common Faraday Cages that you probably have around the house. The Wikipedia page lists several more. It also implies that grounding the exterior of the cage is a good idea. Here's the Wikipedia quote about that:
If the cage is grounded the excess charges will go to the ground instead of the outer face, so the inner face and the inner charge will cancel each other out and the rest of the cage would remain neutral. A Faraday cage is capable of almost completely stopping an attack using electromagnetism such as an EMP. It cannot protect against a[n] electromagnetic attack using a static or slowly changing magnetic field.Bottom line: save those cookie tins; put your backups in a firesafe (which you should be doing anyway); if you have an old laptop around, wrap it in plastic and put it in a metal box; and have a plan to put your laptop, cell phone, digital camera, GPS, and 52" flat screen TV in, say, your microwave if you know an electromagnetic pulse is imminent!