Look at the stats and the type of shield you are getting the Graviton shields seems to be the most neutral to the different weapons but if you have the money buy a couple of different Types (Proton,Molecular) and change them during the stop at a base or planet.
Save your game launch and attack someone hostile and see what happens and how they react. At some systems they only use weapons that really harm one type of shield more than the others in that case use one opposite of the weapon damage they are using. I would only do this if you plan on hanging around one system group for a while other wise if you leave it could be fatal.
If you are at a lower level say 3-4 and you go to some of the edge world systems you will die in a heartbeat as their weapons are mostly lvl 8-10 and do enormous damage to your shields if they are of low strength.
There is a difference as you will see once you begin to explore the other systems. Stop at a lot of the bases along the way and always check to see what they have for sale. Afterall the life you save could be your own!
Just some thoughts from the edge of space!