Phyl- thanks for that thread. Some great info in there. Bit I think this is the important paragraph. (Looks like I don't have to wait to hear from Neutrik). This is from Frederik, alomost at the end:
Then I asked about XLR panels - he said that the XLR has three connections, pin 1 being ground, and THAT is the ground that goes back to the mixer through the shielding of the soldered on cable. He sasid XLR connectors technically have four paths to conduct - pin 1, pin 2, pin 3 and the shell casing, but the shell casing is not used in audio applications. In scientific test instrument applications pins 1, 2, 3 are connected to multi-conductor shielded cable and the shield terminates in the shell housing of the plug, which connects to "G". Audio doesn't use the "G" tab or the shell for any audio purpose. I said I remembered we had wires off the XLR "G" tab soldered to pin 1, he said no, those "G" connections were attached to the steel panel the jacks were mounted in, and the reason for this is to prevent the transmission of hum and noise should large antennas (people) plug an XLR plug into a jack, while the input channel is on. The hum your body picks up is shunted through the shell of the connector plug, into electrical ground, and the mixer doesn't have to bend meter needles listening to it. This is a safety catch for stupid people who plugs things in with input channels not at infinity.
So no, you do not have to connnect the shell. Doing so may even create a ground loop as you are creating another path to ground for noise in the signal.
The XLR and TRS shields are not connected to the chassis. If you use a metal xlr jack, you may get noise by connectiong shell to ground.