Folks, I just found the answer to my question, so you fine people don't need to respond. Thanks anyway.
I had almost finished composing the following response a little while ago, prior to your post just above. I then had to leave the computer for a while and when I returned I see that a response is no longer needed. But since I had almost completed it I’ll post it anyway, FWIW:
If there are only two conductors in the cable, namely the shield and a single inner conductor, the shield would have to be connected at both ends.
If there are two conductors within the shield, one of those conductors would be connected to the center pins of both RCA connectors, of course; the other one of those conductors would be connected to the ground shell of both RCA connectors; and the shield would be connected to the ground shell of just one of the RCA connectors.
In the latter situation it would be best IMO to connect the RCA connector which has the shield connected to it to the component supplying the signal. I believe that is the majority view, although over the years I’ve come across a few opinions suggesting the opposite. It’s easy enough to try it both ways, of course, and you might even find that it makes no difference.
Miller, I was expecting this exact comment from you, and you didn't disappoint. I enjoy doing things like making interconnects, and I can't afford the high-priced spread. Some of us just have to do what we can with what we have, and love it just the same, maybe more.
I firmly believe my largely DIY system can outshine very many mega-buck systems. It's the best I can do, and I'm happy, and that's all that matters.
@millercarbon - I would also disagree with that assessment. There are a number of cable brands that provide bulk cable at a significant discount compared to their terminated cables, such as Furutech, Neotech, DH Labs, Kimber, Cardas, and others.
Terminating speaker cables with high quality connectors is generally very easy and saves considerable money. Power cables are also generally fairly easy and the connectors used by most brands are readily available. Interconnects are a bit more challenging because they require good soldering skills to achieve the best performance, and many audiophiles don't have this experience.
For those on a budget, or that enjoy building things, or that want to experiment with alternative cable geometries or materials, DIY is a great way to go. And many of today's popular brands started out as a DIYer's hobby project.
I've personally made all my current power cables and speaker cables by using bulk cable and high quality connectors, and I enjoyed the process as well as saved at least a couple of thousand dollars compared to buying "factory"-terminated cables.
Shielded cable provides a "closed in" sound. If you need it its one thing...but try to do without it. I built my power cords from top of the line Furutech and Oyeida connections with Accrolink cable.....I like the Furutech a bit better, but they’re both good...(they look like carbon fiber...nice looking)