One pony collector has everything in glass displays, but hung a ceiling mounted curtain in front of her cabinets so when she wants to protect them, she closes that. I think it's a fantastic idea I'll be using once I have enough cabinets. I've only got a couple shelves and will be picking up a wall mounted display case in the spring (I hope). For those I bought some light blocking panels from a clearance center, and will cut/edge them and attach Velcro to the top of the panel & top of each case- so they're there when I want them and off easily enough when I show off the ponies.
Oh I am liking the idea of curtains - at least over the areas with the most delicate reacting ponies.