shielded vs unshielded pros and cons?

@rfnolse,
Comparing both types of interconnect cables directly in your own system is the idea circumstance if at all possible. As @grannyring pointed out there are multiple variables that could make one the better option over the other.

For my audio system solid silver wire conductor unshielded cables utilizing a paper covering/dielectric (Organic /all natural material as grannyring alluded to) sound sublime. Another system using shielded stranded copper with Teflon (Synthetic material) covering/dielectric could be every bit as successful. It all depends. Again compare both and just listen.
Charles

"noise intruded with the unshielded cable, but the sound was better—more lively and open sounding".

That is what the maker of my cables essentially said the sonic difference would be. I’ve always been able to get by without needing shielded cables. But certainly they could be a poor choice if noise /electrical sourced nterference is present. Go unshielded if you do not have  this intrusive noise issue.
Charles

@rsjm80, 
I use a brand of cables called Ocellia.  The owner offers both versions for his interconnect cables.  He believes that unshielded is the better sounding alternative.  However if your audio system is in an environment where RFI and/or EMI is an issue then he recommends shielded cables. 

I've used his unshielded Silver Reference for years with no problems. So scenario dependent. 
Charles