Depends what you want and how you play really -
Grass crest shield - very good for 2 handed players + stamina regen
Silver knight shield - good all rounder
Crest shield - very good for magic resistance
Greatsheild of artorias - will stop a truck (but you can't parry as it's a greatshield). Highest stability in the game iirc
Spider shield - very good for poison + toxic resistance
If you parry a lot, then you want a light or medium shield (target shield is best shield for parrying). If you're not bothered about parrying, consider one of the greatshields for their extra stability
Heater shield is a really good all rounder too. Plus it's light.
One exception to the rule is the great iron shield. It deflects attacks like a greatshield, but you can also parry with it. Shiva drops it.
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