When you are grounding, you want to connect all grounds to one conductor, which should have same potential, however if you connect some ground outputs to one conductor at different places, the conductor will have small, but different potentials on its body. This is called a ground loop. To avoid this you can keep on these instructions:
1. Star ground principle. This photo (not mine) illustrates that pretty clear. Every ground should have its own wire, and they should be connected to the final ground wire at one point.
2. Ground wires should be as short and thick as possible. It would be best to use monolithic wires for this purpose.
3. If you are making an amp with two modules, make sure it is symmetrical and the ground wires are exactly the same length.
4. If you are shielding inner wires, the shielding should be connected only in ONE side. If connected to both, it won't be a shield anymore - it will be a bad conductor, which will generate trash sounds even more than if it wasn't shielded at all.
5. Divide signal and power grounds. In that way trash sounds from power line will have harder way getting to your speakers :)
6. Ground wires shouldn't cross other ground wires, or AC ones, which would be even worse.
The rest part applies for PCB's:
7. When making ground tracks, try to have it as straight as possible, don't do any spirals (they will work as capacitors) .
8. Ground tracks should be as far as possible from input tracks.
9. If possible split the PCB to few parts like preamp, back amp, power supply, etc.