Use Romex - it will meet code, and no inspector will get worked up over it. There's no need to do anything else (power circuits are low-impedance, high current), unless you are trying to shield your gear from noise that the power line could emit. The best way to do this is just to make sure that your signal cables are as far awy from your power lines as possible, and that they cross at right angles. Distance and geometry are more effective and cheaper than any other solution.
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