Storm shelter
A storm shelter is a place where colonists can take refuge from a solar flare. The main settlement will be well shielded, so it in itself will be a storm shelter. However, manned rovers, railroad cars, airships and landers will need emergency shielding if a solar flare occurs.
Early warning
Early warning satellites are in place for the Earth, as a strong solar storm can be damaging to the technological and power infrastructure. These would also be used to warn Mars of a solar storm.[1]
Physical Shields
A good material for this is polyethylene, because it contains many hydrogen atoms, is light and can be made on Mars easily. Water, which is two-thirds hydrogen, is another shielding option.
Energy Shields
Strong localized magnetic fields have been shown to offer significant shielding from radiation. Such shields could be made portable for use on vehicles.