Shatterproof limits you to plasic lenses. They do scratch easier. They are lighter than glass so are more comfortable. Grey lenses block out more light and are better for bright conditions. Amber or brown have more contrast but allow a bit more light in. These are better in lower light conditions. Any other lense colors tend to be more special purpose.
I have had Costa plastic lenses and have been happy with them. I currently have Maui Jims but with glass lenses. The frames I have (Spartan Reef) are wrap frames and quite heavy but otherwise they are top notch. I have amber glass for fly fishing but wear them for everything. Wrap frames don't allow much light in from the top, sides, and bottom. More open frames can be lighter but know that you will get glare coming through from the sides.
Having always looked for deals, Maui Jim is the most difficult one to find on a legitimate sale. Most "deals" I found online were pretty sketchy websites. This was one uear ago. I ended up ordering from Maui Jim directly as my local retailers were limited.
I have found Sierra Trading Post to be a good place for other brands (Costa, Oakley, etc.). Madison River Fishing Company also occasionally has great deals on sunglasses, usually Smith and Costa. While most of these companies don't have non-polarized options, make sure you get polarized lenses.
