I agree with Richard. When it comes to shielding & grounding, even if you've mastered the art, the proper answer is "Do what works".
You might find that connecting the shield at both ends causes your circuit to stop working.
On the other hand, it might be the only way your circuit will work.
It might cause every other circuit within 100 meters to stop working.
You might find that it doesn't matter what you do, everything just works.
One fairly robust configuration is to use a twisted pair for power and seperate shielded twisted pairs for transmit and receive (if you have that situation) with each shield grounded at the receive side only. Unless grounding at the transmit side works better.
Other tricks are to use coaxial cable instead of twisted pair, differential drivers and receivers (maybe with shielded twisted pairs for the connections), or opto isolators or even fiber cables to connect the boards.
Ed