Baluns is the wrong term for these sorts of things.. That's a whole other animal.

We use Crestron, obviously with fantastic luck.
Otherwise we use Atlona.

They work pretty well on the other end of an Integra AVR with built-in HD-Base-T.

Haven't honestly done shielded since most of it was retrofit onto existing cat cable, but all new construction is being done with shielded.

And we have had the problems with the EZ connectors. The issue is the blade gets dull and does not cleave the end off of the conductors well enough. The result is the connector will not fit into the socket flush and you get unreliable connections.