alt Hacker NewsLinus Tech Tips made a Faraday cage out of an employee's house using graphite-based EMF-blocking paint. MMS messages with images couldn't be sent from within the house, although text messages and phone calls went through. They didn't do anything to treat the windows, though, so maybe if you combine the paint with some sort of fine wire mesh over the windows you'd get a more comprehensive blocking effect.
At $200/gallon, the cost of the paint would also be a major consideration.