Are there any generalizations about the typical effects of shielding on cable capacitance? Does shielding increase capacitance?
No, I don't think any such generalizations can be made, Bryon. Many shielded interconnects having low or very low capacitance are available from Cardas, Nordost, and Blue Jeans, among others. Unshielded interconnects with similarly low capacitance are available from Kimber and Nordost, among others.
The reason I cited those particular examples, btw, is that they come to mind as manufacturers who provide complete specs. It's unfortunate that a lot of other manufacturers don't do that.
I should add, btw, that my statements about the importance of capacitance pertain only to interconnects, not to speaker cables, where it is generally an unimportant parameter. Inductance can be important in a speaker cable. If it is high it can sometimes limit upper treble extension to a perceptible degree, especially with speakers whose impedance at high frequencies is low (electrostatics being notable examples).
Best regards,
-- Al