If the cable is going to be run outdoors, then definitely get one rated for outdoor use (or run in a conduit). UV and weathering will rapidly cause deterioation of standard ethernet cable and the plastic will start cracking. These small cracks plus a bit of moisture in the air will start causing weird and unpredictable issues.

I know when running ethernet cables between buildings you have to be careful not to create 'ground loops'. That is, if you have a camera powered by a supply in one building, and then run a shielded cable to a switch in another building, you risk joining the earths of the two buildings together. I think in these cases unshielded is better.