I think PLD's shields are really the only pieces that have any wiggle room - for example, if you have the axe from A4S you shouldn't go out of your way for the Anima when the gains are very minimal. However, with the shield you can go for more balanced blocking (better for, say, A2S or dungeons) or a tower shield (better for fights with physical tank busters that can be Sheltron'd or small physical bursts phases in the case of Bulwark).