Seems the overwhelming majority thinks shielding is worth the extra effort, at least for single-coil pickups.
I voted yes but my unshielded strat has never given me any problems. I think maybe the final word is, if you understand how to do it and don't know if you should, go ahead and do it. It's cheap and easy. If you don't know how to do it and you have humbuckers, you'll be fine. If you don't know how to do it and you have single coils, it's worth looking into. If you don't want to do it, don't!