AFAIK, to "Shock" your pool primary refers to bringing your Free Chlorine up to a level at which it quickly breaks down Combined Chlorine and other contaminants (algae, etc.).
Note that "quickly" can mean days, depending on how much Crud you have and how much more is added while you're at shock level.
Because shock refers to a level of FC, it's really not relevant what product you use to bring your FC up as far as pure "shocking" goes. Different types have different side effects; trichlor also increases CyA, etc. Sodium hypochlorite (bleach) has the least side effects of the economical options. Sometimes your pool needs one or another side effect, at which point another option makes more sense.