I am an electronic engineer with a lot of experience with aircraft electrical systems.
I suggest Not using shielded wire. If you don't terminate the ends correctly, you can cause problems. For example, shielded wire should only be grounded on one end. Otherwise the shield starts carrying current and ends up radiating noise. If you use shielded wire and you don't ground one end (the source of the noise is the best end) you have accomplished nothing except add to the weight of the aircraft. Also, you have these little ground wires sprouting out of the ends trying to short out the system.
Use good 16g aircraft wire such as Aircraft Spruce 11-14516.
Back in the old days, radios were much more susceptible to noise and shielded wire might have been warranted.
If you insist, use shielded wire on runs from the voltage regulator to the generator/alternator field.
The exceptions are:
Radio antennas. That should be coax.
Spark plug wires. High voltage specific shielded spark plug wire required.
As someone suggested, the "P" leads on the mags.
When using shielded wire and you are stripping the wire to get at the center conductor, take the shield back another 1/4" or so and apply heat shrink over it. You must protect the shield from touching anything except the one ground connection. The best way to ground one end is to use another piece of non-shielded wire, wrap it around the shield, solder without using too much heat, heat shrink over that, take the ground wire to the frame somewhere.
Guidelines for wire size:
18g for everything up to 5 Amps. 16g up to 10 Amps. 14g up to 15A 12g up to 20A. 10g up to 30A. Battery to starter 6g.
Never go smaller than 18g because it doesn't have the mechanical strength.
Keep em flying.
Chris Santa Cruz, CA ..... firstname.lastname@example.org