I think a good way to visualize or extend the behavior of the Yee cell is to recognize that it's a special kind of mixed finite element method, where (i) space has been discretized with axis aligned hexahedra (ii) curl conforming functions ("edge elements") have been used to model the electric field E (iii) divergence conforming elements ("facet elements") have been been used to model the magnetic flux B and (iv) all the volume integrals arising from the FEM testing process have been approximated by lumping the integration (each cube has 8 equally weighted quadrature points, one at each node).
PEC boundary conditions get applied to the edges, allowing you to coarsely trace out wires and such by following the edges of the hexahedra (so IMO, your intuition that shorting a single Ex makes a thin PEC line is correct - FDTD won't model this especially accurately because it does not incorporate the field singularities of a thin wire without some modifications, but to first/zeroth order, a wire filament is the effect you'll get). To enforce a sheet of pec, you'd short out both transverse components on whatever collection of facets best approximates your surface (note this will automatically enforce the normal component of B to be zero on that sheet, too)
The paper "A finite element method based on whitney forms to solve Maxwell equations in the time domain" by Man-Fai Wong, Odile Picon and Victor Fouad Hanna[1] has some nice discussion about the similarities between mixed finite elements and Yee's FDTD. You might also find it instructive to read about "finite integration theory"/FIT methods[2] for modeling Maxwell's equations, which are a similar generalization of the Yee method (I think the commercial software "CST microwave studio" is an FIT code.. at least the transient solver part)
Reference:
[1] http://ieeexplore.ieee.org/xpls/abs_all.jsp?arnumber=376343
[2] http://www.jpier.org/PIER/pier32/03.00080103.clemens.pdf