@ burgh
I wired up heavy machining plants in Wixom, Mi, Cleveland, Oh, Youngstown, Oh, Mentor, Oh etc...
Didn't matter if it was Ethernet or 485 Serial it was always shielded because all the 3 phase power and large inductive motors.
Homes don't have these challenges. So the shielded designs don't help, but they could hurt if the shield ties end points to chassis and creates a ground loop. Floated shield would be fine however and the costs are minimal if it makes the audiophile feel better.
No one is saying don't use quality cabling. But the fact remains that the highest performance Ethernet cable out there is Belden's 10GX and it's about $2/foot terminated.
You can get their normal bonded pair CAT6 for ~$1.40 a foot.
I've personally had Ethernet cabling from $27 a foot to $233 a foot and compared directly to 315 foot of BerkTek CAT5e. No difference.