Oh yes, more cable questions! Let the flaming begin!

Seriously folks, I've been planning on making some more cables (have done so
in the past), and was wondering about the relative technical merits of shielded
two-conductor cables vs. shielded single conductor (esp. coax), for unbalanced
runs. What I did in the past (with Belden 8761, I vaguely recall) was run
signal and ground along the two conductors, and connect the (foil) shield to
the ground at one end only. This 'shield-attached' end was plugged into the
(integrated) amplifier for all components.

Now I'm thinking here that I've got a twisted pair for induced-noise
cancellation plus a 100% coverage foil shield, and a fairly low capacitance
value (something like 25pF/m). Should be pretty good, right? However, am I
in any danger of causing problems by having both centre conductor and shield
tied to ground? I _think_ that having all of the shield-attached ends on the
same component should avoid ground loops, but I can't quite puzzle it out in
my head. One question that comes to mind is why do almost all except the most
extreme (weird) high-end commercial interconnects use either coax or at least
single-conductor-with-shield geometries? Another one is am I mucking up the
low impedance factor by wiring it up this way?

ON a related question, does anyone have opinions about good RCA connectors?
Ideally I'd like a split pin, a locking ground cuff, and HEAVY gold plating
or maybe rhodium. As far as I can see though, Cardas is the only company
that makes rhodium plated plugs, and they have neither the split pin or the
locking collars.

Thanks,
Colin