Wired keyboards emit electromagnetic waves, because they contain eletronic components. These eletromagnetic radiation could reveal sensitive information such as keystrokes. Although [previous work] already tagged keyboards as risky, we did not find any experiment or evidence proving or refuting the practical feasibility to remotely eavesdrop keystrokes, especially on modern keyboards.
To determine if wired keyboards generate compromising emanations, we measured the electromagnetic radiations emitted when keys are pressed. To analyze compromising radiations, we generally use a receiver tuned on a specific frequency. However, this method may not be optimal: the signal does not contain the maximal entropy since a significant amount of information is lost.
Our approach was to acquire the signal directly from the antenna and to work on the whole captured electromagnetic spectrum. We found 4 different ways (including the Kuhn attack) to fully or partially recover keystrokes from wired keyboards at a distance up to 20 meters, even through walls. We tested 11 different wired keyboard models bought between 2001 and 2008 (PS/2, USB and laptop). They are all vulnerable to at least one of our 4 attacks.http://lasecwww.epfl.ch/keyboard/http://en.wikipedia.org/wiki/TEMPEST#Public_research
If the information on your computer is so amazingly top-secret that you're worried about this kind of thing, I wouldn't go buying tempest-shielded monitors and keyboards and so on. A much more cost-effective way is to just build a Faraday cage
room and keep the computer inside. This gives you both physical security and EM radiation security.