I shield Crank, phase, knock and Map sensor, grounding the shielding at the ECU end.
Its also vital to ground the ECU pins 1-19 at the correct point to avoid introducing noise into the ground path.
I see loads of looms unshielded and most do have issues, had one in particular that wouldn't even start on crank RF from the starter picking up on the map sensor, was interesting watching it emulating
more info here.
http://shop.motorsport-developments....loom-947-p.asp