hmm..
If by shades you mean the plastic covers which make them look like the old c6 size bulbs, or the decorative plastic covers shaped like flowers or starbursts, I love them. It seemed like nearly everyone had them when I was a kid, then they were gone.
I havent seen any new ones in ages, (except those hideous LED lights with off colors and dim lights) but I have a ton of the plastic covers and can usually find new lights that the old covers will fit. I even found a multi-function (blinking, twinkling, chasing, etc) set of lights that the covers fit.
I will admit that they are brighter without the covers though. Just depends on the tree, size and fullness, and your decorating style I suppose.