Before going to the trouble of trying to shield the room, consider that often the interference generated by poorly designed ballasts is not radiating from the ballast chassis alone, but through your wiring. In fact the chassis may be a great shield, but the noise can ride the wire, using it as an antenna, all the way back to your utility company’s transformer or even further. This of course can attract unwanted attention.
This thread started out with a story about the cable company knocking on the door investigating interference reports. That person at the door could also be from your power company. A neighbor getting fed up with not be able to use their A.M. radio may call the utility to investigate. The electric company is obligated to check it out. Very localized A.M. interference is usually found within the complaining customer’s residence, and that’s always where the primary search starts. The most common practice is the obvious: Shut the power off to the house and see if the problem goes away. If that isolates the trouble the customer needs to go on their own search and find the source. If shutting the power off doesn't fix it, then the search heads to the street (poles, wires, etc.)
If you have an amateur radio operator (ham radio) nearby, watch out. I’d bet over half the interference complaints come from hams. They are quick to call the power company when they think any interference is electrical.
Consider that your ballast may be designed properly but not be “intended” for use in a residential area. Any device that uses clocking or processing above 9KHz is regulated under part 18 of the FCC rules (you may also see reference to part 15 on some devices). “Class A” devices are NOT intended to be used in residential areas – they are meant for industrial/commercial areas. They are supposed to have a notice affixed to them stating that they are not intended to be used in residential areas, and warn that use in a residential area can cause harmful interference.
“Class B” devices are those that meet specs to mitigate potential harmful interference in residential areas – but it is not a guarantee.
You can’t hide behind an FCC sticker. Even if it is labeled as a compliant device (some cheap imported devices may have bogus labeling - or it can just be defective), if it is causing harmful interference, you are required to correct the problem. My suggestion is to monitor conditions around you and correct problems ASAP as not to attract attention to your house. Do not assume that because your TV seems OK that you can’t be doing something to the TV next door. Dial around on your AM radio in the car in your drive. If you hear loud buzzing sounds, turn off the lights to see if it goes away.
Don’t shoot the messenger. By the time the power company shows up at your door, they may have a suspicion about what you are doing, but most of your front line workers are only interested in getting rid of the interference. If it doesn’t get resolved, then the complaining customer may go to the applicable government agencies . . . then the utility starts getting asked about what they know . . . and so on.