Agree with 'it all depends on your surroundings'.
Other than that, the cable without shielding (if it is not needed) will be better than the one with shielding, because the shielding interferes with the EMF of the signal. So if you use cable risers.. (LOL) then your unshielded wires are gonna be happier than ones with shields. (in environments where extranious EMI is NOt a problem)
I use Kimber speaker wires and interconnects (mostly) that are not shielded.
Feel free to shellac me all you cable nuts..(and secret cable peddlers..)