Well, i have agility on basically every piece of gear (well one or 2 strength gems mixed in), and about everything he has that can pull aggro...however the second there is 2 or more enemies he becomes useless (maybe that'll change later in the game), as he cannot hold multiple aggros if his life depended on it, and he doesn't dodge nearly enough to ever want to take him over reyn. And well, without Sharlas heals its just useless.
I know he is versatile and all, but the thing is Sharla and Reyn(or if you say so, Dunban) are 100% locks, so the only one to exchange if you want to play as any other team except the standard Shulk/Reyn/Sharla would be a PAIN. Thats what 'Im getting at, i have to change Shulk because the other 2 are just too important for winning fights. Could you imagine trying to win against the Telathia with, like, Dunban/Shulk/Melia (Or Riki/Shulk/Melia etc.)? I can't. Because it fires 2 Ethercanons or charges and the whole team is dead. Especially when it goes for the "suck special ability charge" + immediate mindreading aura combo... Getting Shulks special gauge back up is a PAIN. And sure, you can use Melias ability, but by the time you did that that thing will activate superhealing aura and be full before you charged Shulk's Monado Purge.