Shared Source sounds a little bit like Open Source, and looking at source code seems to be involved. People are becoming confused about the issue, and apparently that result is among Microsoft's fondest hopes.
If you believe that the good is the enemy of the best2, then Shared Source is a non-starter, a step backwards, for that reason alone.
However, most of us are a bit more pragmatic about these things. Let's take a guided tour of the differences so we can make a more complete decision.