I can't really comment intelligently about the need for shocking in a bromine spa since bromine may take longer to oxidize organics, especially when much of the bromine may in the form of bromamine yet you are not knowing that because it all registers as Total Bromine in the bromine tests. I would completely and totally follow Evan's (waterbear's) advice on this.
I do believe that in a chlorine spa if one uses a sufficiently high level of chlorine for the bather load and has a reasonable CYA level, that the need for shocking is minimal and usually not needed. For every person-hour of soaking in a hot (100-104F) spa, it takes around 3-1/2 teaspoons of Dichlor or 5 fluid ounces of 6% bleach or 7 teaspoons of MPS non-chlorine shock to oxidize the bather waste. Of course, the easiest way to know if enough chlorine is being used is if you get a reasonable (> 1 ppm FC, more is better) chlorine residual before the next soak.
It's true that the bather load is very high in a spa, but the hot water temperatures seem to make all the reaction rates go a lot faster and also make the chlorine more "active" in that less gets bound to CYA. So while I would agree that with Dichlor-only users a shock may be needed when the CYA level gets higher (after a month it's not unusual for the CYA to be > 100 ppm), I'm not so sure the same would be true for those using the Dichlor-then-bleach method where the CYA is kept at around 30 ppm or so. Those spas seems to maintain good water quality for a long time even if there is no shocking -- so long as sufficient chlorine is used. Many people simply don't use enough chlorine and that, of course, can be offset by making up for the deficit by shocking.
Of course, only time and reported experiences of many spa users will tell whether what I've just laid out is reasonable or not.
Richard