How about shield or unshielded?
Unless you have concerns about EMI from adjacent devices or some assistance with lightning suppression (No guarantees there) AND you plan to properly install shielded RJ-45's AND use properly installed and grounded Ethernet surge suppression devices, then no need for shielded BUT....
...in attics, crawl spaces or walls stay away from conductors and devices/fixtures carrying 120/240 VAC ("mains" voltage to our friends across the pond) by a least 2 feet, don't run CAT cable parallel to them or any any closer than that AND if you must cross them with the CAT cable do so
only at a right angle.