Shelling is less a matter of 'where' than a matter of 'when'. Shelling is best after a storm has passed through. Large storm surges push large amounts of debris and shells far up onto the beach. Other than that, it would be best to go to an isolated area down island where few people venture, and thus there are fewer shell collectors to pick them up before you. However, be aware that after the five-mile marker a four-wheel drive vehicle is needed because of the frequent pockets of deep, soft sand.