Step 1: Recall types of electrodes.
- Consumable electrodes supply filler material along with arc heating.
- Non-consumable electrodes provide only heat, not filler metal.
Step 2: Check each option.
- Plasma arc welding: Can use both consumable and non-consumable electrodes, but most industrial cases use non-consumable tungsten electrodes.
- Gas metal arc welding: Always uses a consumable electrode (filler wire).
- Shielded metal arc welding: Uses a consumable electrode coated with flux.
- Electron beam welding: Uses a high-velocity electron beam as the heat source, with no consumable electrode involved.
Step 3: Conclude.
Thus, the process that does not utilize a consumable electrode is electron beam welding.
\[
\boxed{\text{Correct Answer = (D)}}
\]