Anyone can recomend some brands of xlr cables which have the best shield?
I need protect my system from interference.
The shield of an XLR cable really isn't critical because, by virtue of its balanced design, an XLR cable is largely immune to interference.
Sacresta- to answer your question- MOST balanced interconnects have a shield that is tied to pin #1 at both ends.  The exceptions are cables like Kimber which never use shields of any kind.  Good Luck!
The website description of the wire used in Mogami Gold Studio balanced cables, which are very widely used in pro audio applications, includes the following statement, which I have no reason to doubt:

Mogami 2534 should also be used where intense RFI interference is a problem. Mogami 2534 provides an improvement in signal to noise of 10-20db over equivalent twisted pair cables. Double conductors quad cables are more effective in canceling noise that can get past even the best of shields and is critical in an environment of high RF and EM interference.

Also, a number of members here have reported good results from a sonic standpoint with Mogami Gold Studio cables, including me. If you are in the USA a good source is B&H Photo Video.

-- Al
A set of balanced (Neutrix XLR terminated) Star Quad Canare microphone line cables make great audio IC's on the cheap. I've used long runs (30') of them between my BAT line stage and my Spectron amp.
I use XLR balanced cable throughout my system... and comparing various high end brands, the differences between them are minimal....not so with speaker cables, but true with interconnects
I'm using Zu Audio's latest Event mk2 xlr cables with very good results. Its a TRUE balance design interconnect so they don't tie anything to the shield.. Pure silver single crystal.. Virtually immune to interference.. Ultra wide bandwidth.. Compared to a lot of the other brands, very affordable.. Check it out.. 
I am a cable manufacturer so I won't talk about mine. (Bionic Cables) LOL

System matching is important tonally and resolution wise.  Silver does tend to have a metallic sheen to the high frequencies and when you start getting into the high performance cables there are big differences in sound and staging.

Other brands  that have very good shielding is Cardas, Purist, FMS, Shunyata, and Audioquest. Although some of these might not be a good match sonically.
Make your own with Belden Brilliance 1696A or other AES/EBU grade cable and Neutrik connectors. They’re dead-simple to make. Shield by the way is important, especially so if you are conveying moving coil or moving magnet phono cartridge signal to your phono preamp.