1) Bucking Magnets will help.
Correct. Probably the best (cheap) protection. This is how almost all shielded speakers are made. If properly done, then the magnetic field is very minimal.
2) The materials you mentioned (Mu-Metal, etc.)
Mu-Metal works very well, but it is expensive. It was designed for applications (industrial) where option 1 & 3 were not applicable and / or feasable.
I worked with a similar material. I can't remeber the exact makeup, but it was basically a lead-enhanced iron.
3) Another post/discussion I came across was about using materials like plain old metal (the higher the ferrite content and the thicker the better).
This is just creating a buffer. The ferrite absorbs some of the EMF. It will gradually become magnitized and lose its effectiveness.
Most newer pc monitors have metal a surround inside to protect the CRT and shield EMF. Most of the EMF is concentrated around the sides / top & bottom of the monitor.
I would highly recomend installing bucking magnets. Just use some that are about 1/2 to 3/4 weight of the magnets on the speakers (
do not use one that is more than 3/4 weight).
If you are paranoid about the EMF, you could also install sheet metal between the speakers and the monitor also. This would still be much cheaper than Mu-Metal.
Hope this helped you out. Feel free to pm or email me if you have questions