UTP is the normal cable for all indoor wiring. Shielded (STP) is for places with high electrical noise levels.
STP is of little value if you do not have ports that have the grounding/shield to attach the STP shield to. For example, I have outdoor rated STP for a wireless bridge, and the RJ45 sockets has small metal tabs on the sides to connect the shield to ground for shielded RJ45 plugs. If your home router has these, then fine. However, most home routers will just have small plastic slots on the sides, where the metal tabs are to be, but no contacts. In that case, there is no grounding of the shield, and thus STP will be somewhat a waste of money, it will not properly shield any electrical noise.
Shielded (STP) plugs (Shielded RJ45 plugs) have a metal bracket around the outside, to connect the shield wire to. Regular, home style RJ45 plugs do not have these. Again, without a ground, there is no effective shielding.