Connecting Analog Signals Between Boards
I'm going to assume we're talking about signals that are less than a few kHz. In the single ended case, I would twist a ground wire with the signal. In the differential, I would twist the + and - alone with no ground, just like you said.

How you condition the signal is where some questions need to be asked. If:


the application environment is noisy
the boards are more than a few feet apart
the sensor is something like a strain gauge or pressure cell


I would run the signal immediately into an instrumentation amplifier to half fill the span of the ADC, and send the signal over a differential pair, with a line driver IC. On the other end a difference amplifier can unbalance the signal and make it single ended for conversion, an inch from the ADC. The conversion back to single ended will then fill the span of the ADC.

If:


the application environment is not noisy
the boards are very close to each other
the sensor is something like a strain gauge or pressure cell


I would still run the signal into an instrumentation amplifier, and fill the span of the ADC, but send the signal directly over to the ADC, single ended. If there isn't a lot of noise and the boards are close, there's no need for a high common mode rejection system.

If the signal was already greater in amplitude than a few hundred millivolts, there may not even be a need for the instrumentation amplifier. It was there to keep very small signals out of the noise floor.