Shielded cables have been around for years and do not have to be expensive. Copper braid and/or foil are pretty standard. Most/all of them are grounded at both ends. The Iconoclast paper on shielding and grounding is interesting.
Here are 10 bulk power cords by Furutech. Nine of them are grounded. I believe the ungrounded FP-Alpha-3 was intended for power amps. I have never heard a shielded cable degrade the sound of my system.