I thought you should only ground shielded cables on one end to avoid forming a ground loop.
In general cable shielding should be connected to shielding ground of devices on both ends of the cable as long as the devices have purpose-designed shielding enclosure, which they often don't and in that case it should be connected at the end with lower impedance ground. Another problem are cables where the shielding is also used as return path for normal operation (RF coaxial cables, consumer electronics...) and in that case it obviously needs to be connected at both ends.
My rule of thumb for this is that shielding should be connected only on the lower-impedance ground end except when it is not obvious which side that is or the shield is also return path. Neat solution to the "non-obvious side problem" is used for IEEE1355/SpaceWire and related interfaces: outer shield of S/STP cable is connected at both ends while the per-pair shields are connected at transmitting side for given pair (used cable has isolation between shields).
It's funny, part of what drew me to electronics and circuitry as a hobby was how predictable it is, compared to how sloppy chemistry and biology are. But when you get into high frequencies and EMI and wireless signals...woof.
It's really amazing how much work goes into making that sort of thing work like, at all. I have enough trouble getting a simple bit-banged serial or parallel interface to work without having to worry about occult ley lines.
Also copper tape is wonderful but it will also cut the hell out of you so wear gloves.