I started my shaman few weeks ago and I'm having a blast with him!
Between you and me, I would stay with the same faction, makes leveling easier because your higher level can give money to your lower =)
But if you want to see the other side, go ahead (as you can see in my sig.. I did that too :))
Out of curiosity, how do you plan on leveling your shammy? Enhancement, elemental or resto ?