What I found with Shelters is that often they're a nice little upgrade over your Estates, but they're not spectacular.
In the end the Shelters don't really make that much of a difference.
If you have devised a good strategy for a certain board, chances are it would've worked without Shelters anyway. It's not like: Wow, I have Shelters, I'm going to do something completely different!
There are some decisions, but they're so marginal that you're really talking about adding maybe 1 percent of winning chances. And in a single game, random shuffle luck is going to be more of a factor than when you're going to trash your Hovel.
I would have liked to see some other cards in their place in the box.
They're cute, just not game warping, and why would they be? Of all the "If you play with X cards from this expansion, there's an 1 in X% chance of playing with this" Colonies are obviously the most important.
Necropolis may make you think "hey, I can open double terminal now!", but you could already do that without Shelters and the risk of collision with non-drawers was still acceptable. Now, if you open double Swindler for instance, you need to have Necropolis in hand AND the two Swindlers to reap any benefits. And Swindler is worse with Shelters, since hitting an opponent's Shelter is way too good for them.
In conclusion I'm underwhelmed by Shelters. You can't expect $1 cards to work wonders, but to me it's unnecessary "cuteness" which Dark Ages has a tendency to bring into the game.
Another Alt VP card is something I would have liked more.