Grounding is a catch-all label for a number of different topics, which IMHO is confusing. The topics are:
- Electrical safety;
- EMI protection;
- Current routing (especially power currents, e.g. power supply or speaker connection);
- Correct signal reference points (a.k.a. "signal grounds").
In my last post, I talked about electrical safety.
EMI protection requires that external cables are shielded, and the shields are connected to your metal enclosure, at least for AC.
If you use XLR connectors, pin 1 is the shield. Connect it to the enclosure, not to your circuit. Never ever connect it to the circuit.
If you use RCA, connect the outer shell to the enclosure. If the enclosure is double insulated (see the previous post), connect directly. If not, connect via an RC network of a 100 nF || 100 Ohms (that is, connected in parallel).