" You could also get a dual core shielded wire and have only one shield for both the input and output to cut down on ground connections." That's how I do it. I have tried using single core + ground, but I find twin core + ground easier, and it takes up less space.
A pic might help:
Look at the orange two core (blue/white + ground) shielded wire. I hook up one end to ground lug on the stomp switch (I use the centre pin - the ground wire is covered with black heat shrink). The other end of the ground wire is soldered to the ground lugs on both the input and output jack (not clearly visible on the pic though).
I know in theory it creates a ground loop, but so far it has not caused me any problems. My logic is that if I did not connect one end to the switch, I would need a separate ground wire to run between the switch and the jacks - so really what is the difference?