I use them mostly in the winter with smaller, back up guns. The Galco Executive is my favorite. I did just pick up one of the Null SMZ's a little while back, but havent really had a chance to play with it yet. Its supposed to be for a J frame Smith, but also seems to work with my larger SIG's.
A P230 or J frame in the Executive is fairly comfortable and concealable. I like not having to deal with retaining straps. Its a small, simple design that for some reason, costs more than any other Galco makes.
The biggest problem I find with the shoulder holsters, even many of the bare minimum holsters, is they really dont conceal as well as I'd like, and I find them about the easiest to spot on other people.
I like them better with a pull over sweatshirt, or one with a half zip front. I like them least with a coat that is open. The straps always tend to be a giveaway to some extent, be it across the back when you reach forward, or showing at the collar when they ride up.(this is worse with a plain sweatshirt that doesnt have a collar) You also have to watch for the "forward swing" with some of them, open coat or not.
I also find them to be tiring after you wear them for an extended period of time, even with a smaller pistol. They do have their place, but for me, they really are not the best choice for everyday wear.