In my opinion, no. There are so many other RPGs out there worth getting than the Shining Force games and there are very very few tactical RPGs I'd recommend getting Shining Force over. Shining Force isn't as bad as Eternal Eyes, but it's not much better.
I've only played the first game in the series, so it's my opinion of the entire series, but according to fans, the first series is a great game as well and I just don't see this. The game is painfully slow paced, both in battle and out. It's fairly grindy as if you don't grind then you're going to quickly become overpowered and be forced to grind. If you die in battle you retain your EXP or if you use a spell your main character has you also retain your EXP. Attempting to set it up so you're able to get a certain character a kill so they get the most exp and can actually level up drags the game on even more.
The battles are usually set up in a way where enemies won't come towards you until you reach a certain point in the ridiculously large maps. So a large group of characters have to progress through these maps, forests killing your movement happens a large portion of the time, etc. Sometimes you'll be in dungeons where your characters just have to follow a long path to where enemies are at in order to kill them. Why do you make me take 50 character turns just to reach the enemy?
It's nice to hear people mention tactical RPGs that aren't FFTactics and such, but Shining Force isn't one I like to hear as the best ever. People have their own opinions, but my personal opinion is it's far from it and rather the game is the tactical RPG version of boredom personified.
I'd recommend looking into these games, maybe they'll interest you. Brigandine Legend of Foresna, Brigandine Grand Edition, Tactics Ogre, Dark Wizard, Wild ARMs XF, Wild ARMs 4/5(sort of TRPG,) Arc the Lad series, and Kartia. If you've played all these then look around for others, but these are some of the better TRPGs in my opinion,







