Welcome to the light-show
These things look great, but when you get in and fire, it goes all over the place and you can barely see anything, such as whether you're actually hitting enemies. I never really enjoy weaponry when there's no sense of accuracy to be had. Also, it's annoying that an incoming plasma ball can take down your shield. There's no protection. On the higher difficulty levels they're just death-traps. Just about the only time I get into one nowadays is by accident when I manually reload close to one. And don't you hate being yanked into a Shade or a vehicle like that? That really ruins my day.
Grunty fool ahoy!
Shades are normally manned by Grunts of course, though you do get the occasional Elite in a few places. Somewhat unrealistically, the occupant takes damage even if you're only shooting the Shade itself, so it's no trouble to kill them with fairly lazy fire. There are more stylish ways of doing it though. How about a pistol or sniper round to that grunty fool's head, just peaking up above the gun? Or how about landing a plasma grenade on him, making him leap off his seat? Don't mind if I do. And by the way, if you get very close to a Shade, e.g. right next to it, the gunner won't fire at you. A potentially useful tactic!
Caution: steep drop
For me, the best thing about Shades is the potential for blowing them off steep drops to comical effect; and they so often are near steep drops! It spins about beautifully in the air, and just look at that Grunt fly!