Well, there's the sound of shields evaporating, if you have them. If you don't, the EMP hit will jump-start them, and they'll start regenerating even if it's not the time yet. There's also a very specific EMP detonation sound, and I think you can see the explosion through walls too.
Nope, it comes as a surprise. An unpleasant one. No video or audio cue. I just try to jet, only to find out I can't.
