Shielding is done to prevent signal traveling a cable from emitting or receiving EMI, so it isolates the cable from EM phenomena occurring outside.
Receiving interference is bad, because it alters the signal's data, and the data will either be improperly processed, or will need to be resent. Emitting EMI is bad because it can interfere with other signals in other wires, and it may in extreme cases allow an adversary with physical access to the cable to read the communications with little risk of detection (this is a rare concern).
Screening and Foiling wrap the wires inside a Cat6 cable in a metal screen or sheet to prevent them from interfering with each other. this form of sheilding is not very strong, because it only needs to deal with the well-known emissions related to the power used in ethernet transmission.
Full shielding is designed to deal with external sources of EMI, and must be more robust, because the power involved in the potentially interfering field is unknown. The most common sources in a office setting are fluorescent lights, wall power cabling, machines which consume or generate large amounts of power, and devices that use magnets like loud-speakers. it is generally recommended that you route your cables such that they are a reasonable distance from these sources of EMI.
My recommendation is to use screened/foiled cabling in building your switch fabric, but to use regular old UTP in your drops from the switch to each terminal. if there are drops that require you to route near large scale equipment, you might want to use a shielded cable there, but in most office situations, cross-talk is your biggest issue, so just use the expensive stuff in places where you have a lot of cables together.