[BrianG]

Making the ESC-to-motor wires as short as possible makes sense. The combination of the square wave AC (PWM) and high current will have a tendency to "transmit" noise from the wires themselves.

If you have, or have access to, an oscilloscope, you can make a small coil of wire (about 10-15 turns around a pencil of any small guage should do) and hook up the o-scope's leads to it. Set the horizontal sweep to 1ms/div or 10ms/div (higher the better) and the vertical sweep to .5v/div (or maybe one notch less). Then move the coil near suspected noisy areas and watch the display for any increase in signals. It will appear as a bunch of jagged peaks closely spaced. You'll probably catch some noise from the air in general, so get a baseline with everything off first. You probably won't catch the exact frequency of the offending noise without playing with the horizontal sweep - and even then it may be hard to trigger to get a reading, but you should definitely see the voltage increase as you get near the offending area(s). You can also move the coil away slowly to see how far the noise radiates to guage how far you should place your other components.

Common shielding methods include wrapping a braided conductive cable around the offending wires and connecting to a ground point, and using an RF choke. The RF choke, as the name implies, works mostly for higher frequencies (at least 10kHz).

Edit:
Sometimes simply twisting or braiding the wires helps to cancel some noise. Of course this would only be possible with the receiver wire since the others are too big to do so effectively.