When I fished for them, I went to Cascade Locks and fished the Locks with a mooching rig type setup; weight on end of main line, with 3 size 2 or 4 hooks attached by loops. Then, I just put assorted colors of yarn on each hook, and let the fast water carry it through. Cascade Locks is a pretty good place to go when you know they're running, but can become overcrowded. Also, I've used Flickerspoons, Dick Nytes, Triple Teazers, and Lightin' Bugs, which are kind of a jig with metallic colored skirts. They all work pretty well.
I have a book on how to de-bone a shad around here somewhere.. but never have done it. Has anyone? How do they taste? Heh.