I've got a 3 wire single coil pickup. Hot, ground and then a "shield" ground. What do I do with that shield ground? Connect it to all other grounds like the regular pickup ground wire? Or do I need to do something special with it?
You are supposed to ground it. The reason you have a seperate shield ground is to allow the flexibility of doing things like series/parallel switching or phase inversion. If you won't be doing anything exotic, then the coil ground and shield ground will be connected together.