That's a good question.
In the current (=old) engine, shot blocking wasn't that usefull. But at the upcoming allstar break, the new game engine will be released with an increased importance for shot blocking.
I've been training PFs and Cs for a long time now, and I've never really trained shot blocking. I hope it doesn't kill me in the new engine, but we'll see.
So basicly it's up to you to decide wether you want to train shot blocking with it or not. The new effect of shot blocking in the new engine isn't known yet. In the old engine I would say don't train shotblocking (it increases salary pretty fast, it makes you hit the potential cap earlier and it isn't that usefull in the current engine), unless you've got an 9 potential player or higher.