[LAU] Shielded electrical wiring for studio (or not)

Hi everyone, long time LAU, first time poster.. Looking for some advice and I know from reading the list posts over time there is quite a 'brain trust' of audio professionals here.. :) I'm in the middle of building a new recording studio and soon will be starting to rough-in the electrical wiring, the studio is not very large but will have a separate uncoupled control room and a studio floor/rehearsal space. I'm curious what the prevailing wisdom is on using shielded wire (or metal conduit tubing) for the electrical wiring.. I'm in Canada where we use 120V AC, the wiring options are 'Romex' which is regular jacketed house wiring with plastic insulation, next option would be 'BX Cable' which is insulated wiring in a flexible corrugated aluminum shell, and the last option would be metal conduit which is getting harder to find on the consumer market since PVC conduit has pretty much completely replaced it.. So obviously the cost goes up accordingly with each wiring type with Romex being the most affordable, in my existing older studio I can't say that electrical noise has been a big problem but it certainly is detectable when using single coil equipped guitars and miking cranked tube amps with a few stompboxes engaged. On the other hand this will more than likely be the last studio I build so I want to do it once and do it right. ;) Any recommendations? If I went with Romex are there certain tricks that can be used to minimize potential noise? Or is this kind of thing "majoring in the minors" and should time, effort and money be spent in other areas of the construction or audio equipment? A second related question: Is LED lighting better than CFL for noise? I am aware that dimmers are always a bad idea so I will be avoiding them and I'd prefer to use LED unless they are worse for causing noise.. Thanks for your time, I look forward to any wisdom you can share -GLEN