Shields didn't affect my supply either. I fed three babies with them for about 4-5 months each until they were able to latch without them. Old shields (made of latex I think) did used to impact on milk supply, but modern ones made of silicon, and with cut-outs for the baby's chin and nose allow good contact and good breast stimulation.
I was told by a very pro-active bfc that she thought the majority of stories about shields affecting supply were from the days of the old style shields, and that she hadn't heard of supply problems with the newer ones. She didn't recommend them as a first port of call, but said they were definitely in her 'armoury' of things to try.
I agree they are a faff, and best to try and feed without them, but if they are the only thing left to try, then I would recommend you do - they certainly meant that my babies were breastfed when all other options didn't work. (I had small, flat nipples, small babies and engorged breasts). I tried - expressing before a feed to soften the breast, nipple-twiddling, nipple sucion device, feeding in the bath, breast crawl, feeding lying down, walking around, different holds, staying in bed for a day. Only thing that got them on and feeding beautifully were the shields (Nuk/Mam ones were good, Avent were ok, Boots ones crap).
Best of luck. I remember how hard I found it all, but fed them all till they self-weaned and it was worth the grief