Gee, and I thought a Faraday cage was what they kept Faraday in....
Jokes aside, a Faraday cage will definitely work to isolate an area from either receiving or radiating RF up to a certain wavelength, which depends on the size of the openings in the material chosen for the cage walls. Chicken wire would make an excellent cage for anything from HF up through VHF and UHF and well into the microwave range. As was already mentioned, the smaller the openins the better. Thats why a microwave oven door has those small holes in the shield. Its to let you be mesmerized by your gourmet melted-cheese sandwich as it slowly rotates, without toasting your eyeballs in the process