UTP vs STP cabling

Could somebody enlighten me whether there is any advantages of running STP instead of UTP cables? Does the shielding allow me to run the cables closer to power cables? And what about interference from telephone cables – does it affect UTP cables?
I’m just new at this and planning to run network cables to everyroom in my new house under construction. I’ve never done anything like this before.
Thanks in advance for any advice received.