I shadowed with a great instructor in her SICU, and felt that after other clinical experiences at the same hospital (on the floors), that the unit was the only place I would have considered working in that facility. The main reason was the crew and the management, whom I never would have met without the shadow experience. Several conversations with nurses there pointed me away from direct entry into a SICU/MICU, and I ended up applying for a job (where I could get some time-management experience) at a neighboring hospital on a step-down/tele floor.
The step-down unit manager invited me to shadow to see if I liked it, but also to let the other RN's and CNA's have a look at me. It's a closed unit, so they're particular about who they want in there. Again, a valuable experience for both parties.
Granted, everyone is on their best behavior, but you can tell what's going on, you know? After my last clinical experience (another hospital), our instructor used to apologize for the floor we were on. My reply was that, as bad as it was, it had value, because it taught me that this was no place to start my career.
My $0.02? Definitely go for the shadow, preferably on both shifts, if possible.