The Shun knives are very good. They are not the very best knives money can buy but their higher end lines ("Classic", "Kaji/Elite" and "Pro") use high quality steel, offer good ergonomics and are finished to a high standard. The lower line (Shun Kershaw) uses much softer and inexpensive AUS-6A steel and I would not recommend it unless you are GQGeek and drop you knives
The Classic line uses quality VG-10 steel. The Alton Brown line and the Ken Onion line are similar to the Classic line but use different handles which some people find more convenient to use. I own a Shun Classic petty/parer (4-inches) and I am happy with it.
The Kaji (William Sonoma) and Elite (Sur La Table, other retailers) lines uses more exotic and expensive SG-2 steel which makes for a harder knife (RC64-66). It offers marginal improvements in sharpness, edge retention and fancier finish over the Classic series.
There are also the Pro and the Pro 2 series which have the traditional Japanese knives profiles and are not well suited for preparing western cuisine.
As has been said before in this forum, most cooks should start with only two knives: a parer (3 to 5 inches) and a chef's knife or Santoku (6-12 inches).