I recently noticed that MD seems to have the state highway shields up and running, which led me to check out this topic and also look at some of the shielded roads appearing in my client in MD in WME to see how they were named.
It appears that the only place that the oval shield appears is if "State Hwy xxx" is the primary name. I didn't see any instances of "SH-xxx" so I don't know if that's working or not. When the name of the road is the primary name and "State Hwy xxx" is one of the alternate names, the client seems to use the primary name and not the shield. This may be useful to know in cases where the two names are used interchangeably with no clear preference for one or the other, and you want to force the client to display both the shield and the name, the only downside being that if you alternate segment names then "select entire street" won't work.
In VA, the convention seems to be State Rte xxx or SR-xxx and that isn't working, even if it's a primary name e.g. State Rte 28 N.
Since Virginia seems to be on a trend of going towards using numbers rather than road names (I doubt people moving to the area in the last 5 years or so even know that SR-28 has a name; it used to be Sully Road) I'd think that SR shields would go a long way toward making the map more easily readable. I was hoping that I'd get some insight from this thread so I could go back to the VA forum and try to get everyone to agree on a naming standard to make the shields work, but it looks like we're going to have to wait a while longer unless we want to go to calling everything "State Hwy" which seems wrong to me.
Just my observations...