I have just got a 3m VGA extention cable for my monitor and the picture is now crap with wavy lines down the left side and the whole screen is out of focus. Don't know weather i have a dud lead but i couldn't imagine what a 30m would be like.
If you wanted to give it a go
www.cableuniverse.co.uk do very cheap leads i think up to 30m.
Cant help with the sheilded cable question though, i have never done a direct comparison.
Andy