Sampling frequency of audio
Of course you have to obey Shannon-Nyquist when sampling anything.

But, of course, sound cards were designed by engineers, so they have analogue filters that avoid aliasing at the sampling rates the cards offer. 

So, if you're using a sound card, any sampling rate it supports should be largely alias-free. Use the sampling rate sufficient for your signal of interest and comfortable for your application and available from the sound card hardware. In effect, that means you can chose between 44.1, 48 and 96 kHz on most sound cards.