"at" writes:

Is it better to use shielded speaker cable than a non shielded one?

Generally non shielded speaker cables are better choise.
Speaker cables are generally not shielded.
Shielding is generally unnnecessary with speaker cables.

I would not consider using shielded cables for speakers
unless there's an unusual requirement for it.
For example if you live near a powerful RF transmitter
and experience radio frequency noise problem in your audio
system, then in this special case shielded cables could
help to reduce the problem.

Are there any drawbacks associated with a shielded cable?

Most drawbacks related to using shielded speaker cables is
added cost and wire size. Usually it is hard to find
shielded cable with a decent conductor size.

Shielded cable have considerable more capacitance than
normal unshielded speaker cables. This added capacitance
can be problematic with some amplifier (not well designed ones).
Potential problems that too much capacitance can cause are
increased distortion, some loss of high freuquencies or even
possibility of amplifier starting to oscillate. A properly
designed modern hifi amplifier should not have any problems
in driving any normal length speaker cables, no matter if they
are shielded or not.

--
Tomi Engdahl (http://www.iki.fi/then/)
Take a look at my electronics web links and documents at
http://www.epanorama.net/