The US had APKWS (anti-drone guided missiles) operational in the 2010s and these have been widely deployed. They are effective and cost less than a Shahed. These are just mods of an existing dirt-cheap rocket for which the US has an effectively unlimited supply. The Europeans have similar systems under development.
The US has deployed high-power anti-drone laser systems for a few years now with several operational kills. These are still new but are expected to replace CIWS. It can kill a drone for the cost of a Starbucks coffee and has a virtually unlimited magazine.
US pioneered military drones and defenses decades before the Ukraine/Russia war. There are many operational lessons to be learned from that war but both sides are using drone defense tech that is considerably less sophisticated than what the US has available.