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.
That's what I figured, Al. Otherwise life would be too simple.
How to know if a cable is shielded.
Well, usually you can just LOOK at a picture of the cable. Most interconnects that are shielded are coaxial, a smooth round cross section. Most non-shieded are just wires, usually woven or twisted together.
Elizabeth - Although this is often true, like with the Kimber PBJ you mentioned, it's worth noting that some unshielded interconnects still have sleeving, and so don't have the appearance of bare wires. Morrow cables are an example.
All of my power cables are fully shielded with shield grounded. That is absolutely necessary for the amps I am using. All other wires are completely bereft of any insulation save for 2 ml.
Muralman - Having some cables shielded but not others seems to me to be a good compromise, since, for any 2 cables that are close enough to potentially contaminate each other, it seems like only one of them would need to be shielded to prevent it. My system has a similar arrangement, but I arrived at it more or less by accident.
Bryon