An electrical stimulation lead includes at least one lead body having a distal end portion, a proximal end portion, and an outer surface. Each lead body has a lead jacket. The lead also includes electrodes disposed along the distal end portion of the at least one lead body; terminals disposed along the proximal end portion of the at least one lead body; and conductors extending within the at least one lead body to electrically couple the terminals to the electrodes. The conductors include at least one first conductor and at least one second conductor with the at least one first conductor coiled around the at least one second conductor. The lead further includes a conductive RF shield disposed between at least a portion of the lead jacket and around at least a portion of each of the conductors. A lead extension can be similarly constructed.