It is very important for players to learn the proper lacrosse shooting techniques.  Many players get taught the wrong way to shoot, and it ends up hurting their game in the future.  If a player can develop a strong shot it gives the coach a chance to open up the playbook in a big way as it creates more options, especially on man-up.
Generally speaking, you want your players to learn to shoot overhand.  Underhand and Sidearm shots are both very bad habits to get in to.  There are some situations where these shots are valid choices but they often have far lower accuracy, as well as no point.  As a goalie, it is much harder to save an overhand shot, because it has the threat of bouncing whereas sidearm and underhand shots can not be bounced very easily.
Players love working on their shot, however they very rarely practice it properly.  It is important to have a variety of drills to work on shooting in order to maintain the players' interest and practice the different scenarios that can happen in a game.