Shielded cables are surrounded by a metal foil or braid (like co-ax aerial or sat tv cable) to aid interference rejection.
To work properly, the "shield" on each cable run needs to be wired to earth.
Unshielded cable, er, isn't shielded.
UTP cable (Unshielded Twisted Pair - UTP gettit?) was designed to reject interference by having the "pairs" in the cable twisted round each other. I won't get boring about why this works, but the twists help reject interference.
"Shielded" UTP (spot the oxymoron?) is for uber-paranoid, uber-sensative applications.
To me, for 10/100/1000 ethernet, S-UTP seems like overkill. In nearly 8 years, I've never yet had any problems running GBit ethernet over cat5/5e UTP. At work I have (literally) got thousands of UTP cables (cat5 and cat5e) some of which are over-length, run through electrically noisey spaces, along the same trunks as the mains, and all manner of other horrors and I've never had any problems with them. Dodgy termination in the plugs/faceplates is the biggest hassle.
Bear in mind that simply buying cat6 UTP doesn't mean you have achieved a "cat6" install. There's a lot more you have to do to be "certified" as catX (not least, get tested with cat6 test equipment/professionals.)
Save your money, cat5e UTP will more more than good enough for GBit ethernet unless you do a spectacularly bad job of installing it.