Hi martingn,
For me, you don't have to connect local ground (PCB ground plane, shield, GND) to mains power ground to enhance EMC (as you wrote, connecting to mains ground is a question of safety, nothing else for me).
What you can do if you must connect something to mains GND for a safety question, is to connect the shield of your system (and not the AGND or DGND !).
Concerning an impedance (resistor, capacitor, inductor) between one (isolated) potential of your system and the mains ground, the reason is to fix the potential of your floating system (for me, one never let a isolated system take an arbitrary potential, for example with parasitic capacitors).
A resistor keeps the potential within a level near the mains ground
A capacitor is a real short circuit for HF potential.
An inductor is a short-circuit for DC component of a HF system.
By the way, the choice depends of your application.
Just another remark: the efficiency of a shield over a system will not be enhanced if you connect this shield to the mains ground.
Regards,