What gauge wire for motors and drivers etc?

[JAZZCNC]

You need screened wire for the steppers and E-stop, limit switches. You need 4 core 1.5mm/2 CY cable for the Steppers and depending on limit switch type 2 or 3 core 0.5 or 0.75mm/2 for limits etc.

You'll find what you need here http://www.csecables.com/acatalog/CY-Cable.html

With the shield you only connect one end often the end in control box to ground. Grounding is very important when wiring control box. You want just one Ground point and then take every other ground connection back to this point, this is called star grounding and if you don't do it this way your open to all sorts of strange happening so pay careful attention to the grounding.