How to protect my home against spying?
Unless you are specifically being targeted, the majority of "security measures" will most likely be unnecessary/unrealistic.

Regardless, the methods/options of securing a home or structure are likely too numerous to effectively create an answer for this site. 

If you are convinced you need to secure your home against the KGB, NSA, or your creepy neighbor, there are some basic measures you could take.


Window film for privacy
Better door locks such as ANSI Grade 1 door locks
A way to securely destroy sensitive items/documents (shredder, fire pit)
Avoid any network-based security system (smart-home items included)
Use a P.O. box for all  mail.
Signal Jammers to prevent unwanted snooping (although this will block your own as well)
Military grade mobile jammer (jammers are not legal in the US)
Only use cash, eliminate credit cards and bank transactions
Live off-grid
Avoid all contact with civilization (electronic and personal)
Be under witness protection, get new identity