Ethernet cables either work or they don't there is no magic this cable faster for a given speed i.e. gigabit
Most patch cables that you buy so long as they have all 8 connectors wired should support support gigabit. You only need 4 (2 pairs) for 100 megabit.
You only need to start going for CAT6 or above if you are running gigabit at over 100M cable length or 10Gigabit. The cost different is often negligible so
Shielding network cables allow them to pass signals better though electrically noisy environments and again if you are having this problem then it doesn't improve speed. Shielded cables are generally less flexible than unshielded cables.
How long is the cable you have gone for? If its one of the shorter ones I wouldn't worry but if its a longer one then you can get cheaper non shielded and if you are routing round your skirting boards etc it will be easier to work with.