Start by calling them directly and asking what they need most. Of course, all shelters benefit from monetary donations, and in fact, some shelters absolutely depend on them to continue to serve their community. Try donating laundry detergent or bleach for the dozens of loads of laundry that get done each day. Pet food is always a good choice - but, before you head to the store, call and ask if there are any specific formulas that are especially needed. Depending on the time of year or if any special-needs animals have come in, shelters may need extra puppy or kitten food, or another special formula.
Animal shelters have administrative duties just like any other place of business.
Often, they'll appreciate donated items like copy paper, computer supplies, camera film or even postage stamps. A volunteer at a shelter doesn't always mean direct animal contact or cleaning kennels. Many shelters also need help with data entry, filing and other clerical duties. Call and inquire about what they'd enjoy help with. Above all, realize that shelters depend heavily on support from their communities.