Being an electrical engineer and knowing a bit about EMP, I know that the voltage and current will be induced by the EM wave as it crosses electrical conductors. The longer the conductor, the more voltage and current will be induced. So, the power lines, copper telephone lines, and cable TV wires will have HUGE voltages and currents induced on them.
Saying that, the wires in your vehicle are both very short and inside a metal cage (the metal body). This means that the metal body of the vehicle will be the first thing the EMP reaches. The EMP would have to be EXTREMELY strong to generate more than a few volts. And when it passes, the voltage will dissipate. Think of a wave coming towards a ship. Unless the wave is HUGE, it will simply pass under the ship and the ship will return to normal.
So, for argument's sake, I'm wrong. The best thing you can do to protect your vehicles is to connect them to a GOOD ground. Believe it or not, most houses have a poor ground wire. Unfortunately in order to determine if you have a good ground, you need a special piece of equipment that isn't cheap. Alternately, you can drive several ground rods and then use an inexpensive ohm meter to measure the resistance from one to the other. Check the ground when the ground is fairly dry. A great ground would measure less than 1 ohm between rods, but even if it is more than that, connecting to several rods will reduce the resistance. Then connect all the rods together with a good bonding clamp and 8 AWG solid copper wire.
Make sure all the wires connecting the battery to the body are good. Take off the terminals and clean all the corrosion off the ground and put some electrolytic grease on them to prevent further corrosion. Now, if an EMP passes across the vehicle, any voltage that is generate gets passed (hopefully) harmlessly to ground.
Of course none of this does any good if you are killed by the nuclear blast or the radioactive fallout or you forget to connect your vehicle to the ground wire.