I really love them. They're the first example of the Tactical RPG that America saw (while Nintendo did create Fire Emblem first, that series didn't see Western shores until the 21st Century. Your loss, Nintendo. ). In any case, they allow for a much more interesting battle system than you find in Final Fantasy and Dragon Warrior, much more akin to the wargame-descended tabletop roleplaying games like Dungeons and Dragons, allowing you to move units around during combat, use terrain to your advantage, and use traps, ambushes, and area-of-effect spells.
In addition, you had access to a multitude of cool characters- Centaur knights, Hawkmen (DIIIIIVE!), Dragons, Ninja, Samurai and...whatever the hell Domingo is (an egg monster from Mars, maybe?).
Unfortunately, in recent years the Shining Force series has derailed into a series of mediocre action RPGs which don't live up to the storied name of their predecessors.
Anyway, I'm here to tell you about a site that's dedicated to restoring the good name of the series. This site is a campaign to get Camelot Software Planning and Sega back together to continue the series. And they could use your help.
*Whistles the file select tune while you peruse the SOS page*
So anyway, I just wanted to bring this to your attention. You can also follow them on Twitter if you so desire (this is in fact how I learned about the campaign).
C'mon! It'll be an adventure!