Much of the interference a network causes is due to common mode current from computers, servers and other network equipment. Some is from data current common mode conversion in imperfectly balanced cables and interfaces, and from coupling to other nearby conductors.
Shielded cable can help -- but only if the shield is properly terminated at each end. Shields need to be terminated all around the connectors, and right to the chassis, too, *not* to shells "grounded" only to the boards on which they're soldered. That's all too likely to increase emissions instead of decreasing them. Additionally, common mode current on power or control wiring will also flow on the surface of STP, so those wires must also be suppressed. I've seen a persistent common mode problem go away when a "wall-wart" AC power adaptor ground pin was disconnected. (Ahem! This is NOT a viable fix.)
Some RJ45 equipment interfaces have EMI filtering built in, and this can help.
Unfortunately, grounding STP shields to the chassis of AC-powered equipment may result in problems.
"There is always a risk of bridging two branch circuits with the ground on one of these cables. Any significant difference in the impedance of the two AC grounds can induce current flow in network cable ground that, at the least, can potentially destroy the cards at either end. "http://www.psihq.com/iread/strpgrnd.htm
". . . cable shield can start carry grounding current which affect the cable performance. If a ground potential differences of less than 1 V r.m.s. cannot be met, this can cause problems for STP installation. In those special cases, the wiring system needs to use non-continuous grounding where . . . http://www.epanorama.net/documents/wiring/twistedpair.html
There may also be issues with fire and electrical codes. Equipment safety ground is provided by AC power "green wire" connections to Neutral and building ground at the AC power entrance panel. Equipment grounded elsewhere may upset this requirement.
You might want to consider ferrites at VHF frequencies, since the commonly available "RFI" ferrites are quite effective at 100 MHz and upwards. There is often some benefit to sliding these along cables until interference is minimized; ferrites work best where common-mode current is highest - and worst (or not at all) a quarter wavelength away from these points, where common-mode current is least.
Lastly, resist the temptation to throw ferrite at everything. If one ferrite helps, two will help more, and four even more, but four is just about the point of diminishing returns and you might be better off using the last two ferrites on another cable instead.