They pretty much shine out of the box :)
I'm sure you all work in front of a shiny led monitor so this is a very important thing to consider, when the led's shine onto the keycaps, the keycaps glare, and depending on the colorscheme, the alphas blend into the keycaps
This was especially an issue for me with the Hack'd by Geeks set, the set looked great after assembly, yet in front of the computer, it was unusable for me, I returned back to DSA Dolch's
Comparatively, they also shine a bit, but that shine is non-glare, and the white alphas survive it well
So my suggestion is, If you're going to get a shiny SA keycap set, select one with a good contrast :)
The Filco one is black and white as far as I remember, that should be a usable set
I showed the Hack'd by Geeks set to my brother, he really liked the set, and the glare didn't bother him, he chose the set over DSA's I showed him, so it's a matter of opinion too
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As far as the usage shines go, I think shiny SA's should be safe, since they are all shiny, the usage shine should be camouflaged for the most part, this is a speculation tho :)