I know that most cat5 wiring is not shielded. Its the twisting of the wires that provides shielding to all forms of noise. The more twists per inch, the more resistance it provides. If it wasn't twisted it would act like an antenna. As far as I know everything from power lines, televisions, radios, and fluorescent lights can cause interference in both analog and digital transmissions. And since a speaker wire is carrying an analog transmission, I would say that it needs some type of protection.
I'm a Sound Engineer by profession and I'm almost offended by this thread, no link, but twisting the cables provides shielding to NO forms of noise AT ALL, you're probably thinking of a balanced signal (where you have two opposite polarity copies of the same signal, so when you combine them, anything that doesn't cancel itself out is interference) speakers are not balnced, nor is any home audio system (maybe audiphile ones, but then again...) since they don't need to be, for such short runs unbal its even better, since you have one less noise-producing potentially-failing piece in the system.
Also, no speaker cables don't need to be shielded, yes stuff does cause interference, but the voltage in speaker cables is high enough no to worry about it, otherwise your speakers would make noise even with the amp off.
You don't think tons of speaker wire laying over itself with half a dozen power cords doesn't need to be shielded? Not to mention the speakers and televisions themselves.
by the way if you had "tons of sepaker wire" that streched to say 40ft. then interference would be the least of your problems anyway, I don't even know the data for gauge 30 cable, but with gauge 18 cable a 40ft run to an 8 ohm load will have a power loss of 6.2%,(11.9% for an 80ft run, or a 4 ohm load) gauge 16 has 4%(7.7% for 80 or 4 ohms ) and gauge 14 has 2.5% (5.0% for...), by those numbers, a 40ft speaker run of gauge 30 ought to lose half the voltage.
Cat 5 as speaker cable, mhmm, thought I'de never see the day, it ought to work, just make sure you're working with a moderately low power system and short runs.
Edit: toned down a bit