I used shields for a couple of weeks when my nipples were terribly cracked and bleeding. Like others have said, my attachment looked perfect (one of my best mates is a LC so I had assistance around the clock!) but I still ended up in unbearable pain when attaching. After a couple of weeks (I think it was from about 3-5 weeks of age) I stopped using the shields and we've been cruising ever since.

I used the Avent shields as they come in a 'petite' size and I have smallish nipples.

Good luck, sounds like you're doing a great job. It does get easier and soon you'll be an old hand (or nipple, as the case may be!).