I really need to read Heaven’s Door but yeah… Shiina is pretty awesome. Her personality is comedic (from an outsider’s perspective) and a bad-ass. When they go into the guild in the anime and she falls for the obvious trap because of its cuteness is an example of the former. When she manages to take on the remaining shadows so Otonashi, Hinata, etc can join up with Yurippe is a good example of the latter.
Her character doesn’t get much development in the anime, and since Heaven’s Door is prior to that, I can’t imagine we get anything more than back story or development leading to her current character there. (Again, need to read it though.) I’m betting that her route will be my personal favorite in whichever beat it’s available, despite that.