I bought some alarm wire at HD. I bought 500' when I put in the alarm system and had some left. Its 4 conductor shielded, but smaller gauge than what I used for steppers. I think you can buy by the foot as well, but the whole spool wasn't that much.
The shield is usually grounded, and only on one end. I ground it at the controller end.
Power supply should not need shielded.
Read this post from CR. Lots of preanswered questions.
What is between....