Can you protect yourself from Tazers by lining your clothes with aluminum foil?
"Since people don't do this...", well, no one I know goes around wearing a ceramic-plates-enhanced bulletproof vest, but this doesn't mean it doesn't work. We need some hard evidence.

Someone already has had this idea, and it seems it provoked a bit of a controversy..

A seemingly more effective countermeasure is lining your clothes with carbon fibers. There is also an instructable about that!

Of course you could turn the volume up to eleven and use a Faraday suit: