In the beginning I did try shields against interceptors and I gave it up right away.
Almost as heavy as armour and HRPs, additional power meaning more heat, SYS drain, silent running off the table, either pitiful capacity or boosters taking utility slots, extended hitbox, all that to have it melted by lightning - which as a matter of fact can be useful in itself.
Bi-weaves could prove a little more useable as they rebuild in a blink without boosters, but the full pips+SYS drain leaving the entire ship disabled during that is a no-go to me.
Save the shields for humans, stack up 2-3 small and 1 big MRPs, all-you-can-eat engineered HRPs, and you'll have as much an impressive tanking capacity even on a medium ship, and without all the power-and-related hassle.
And when you're low on %, just boost away, land and repair - anyway you'll need to reload guns sometime.