I agree with DickDv. The one time I gained from using shielded cable was an installation on a bunch of tire machines in which the wiring was required to be routed along-side numerous 0-10vdc signals, RIO and DH+ communications and lots of digital PLC I/O.
The shields paid off by capturing and draining the interference. During the startup of about the fourth upgrade including new VFDs, an electrician forgot to land the shield on ground at the main panel terminal strip. I had problems with a pressure transducer signal (0-10vdc) until we discovered it and connected it. He asked me if it was okay to hook it up with the machine running, I said sure, it is jsut a drain, right? He already had it wrapped with heat shrink tubing and it was just laying there uner the terminal strip. Surprisingly, when he landed the wire it arc'ed as if it were carrying quite a high voltage. It must have been a 1/2 inch long blue spark. We both thought for a split second that we had just shorted a motor lead, but the drive never faltered, and then my analog input value immediately calmed down.
My current employer has much longer motor lead runs, and dozens of VFDs packed in the same control rooms, and none of them are shielded. (Some of them aren't even very well grounded). They have taken the less expensive approach and isolated and shielded most of the sensitive signals, but even when I run across some poorly done repairs, and many of the "rules" broken with regard to isolation and shielding, we have not had any problems.
If you have to run parallel to low level analog or comms signals for some distance, then it is good insurance, otherwise a waste of money.