A comprehensive analysis of electrical, electromagnetic (EM), mechanical, and thermal properties of epoxy resin composites filled with 0.25–2.0 wt. % of carbon additives characterized by high surface area, both nano-sized, like carbon nanotubes (CNTs) and carbon black (CBH), and micro-sized exfoliated graphite (EG), was performed. We found that the physical properties of both CNTs- and CBH-based epoxy resin composites increased all together with filler content and even more clearly for CBH than for CNTs. In the case of EG-based composites, good correlation between properties and filler amount was observed for concentrations below 1.5 wt. %. We conclude that CBH and, to a lower extent, EG could replace expensive CNTs for producing effective EM materials in microwave and low-frequency ranges, which are, in addition, mechanically and thermally stable.