As above guys
I often haven't bothered tbh. But for my next wing I want it over engineered if anything :)
From what I understand........
Shielded video signal wire, the shielding of which is grounded at on end
Possibly Shielded uhf signal wire?
I ran shielded cable on my Z3 for the video and UHF signals. Not sure it's completely necessary but it doesn't do any harm! I just cut up some old USB cables, shielded and has 5 wires which is plenty if you are using PPM etc from the Rx. I wouldn't use it for running servos from though, doesn't have the current capability.
I normally only shield the video / audio. If I were to use a 1.2 video tx and UHF I wouldn't say shielding the receiver wire / wires would be a bad idea either.