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Likewise, does Shedinja get more HP?
Shedinja cannot have more than 1 HP. HP ups will be wasted.
Beside this, is Shedinja any good?
Shedinja is a great Pokemon because of it's special ability. It's "Wonder Guard" is a great thing because only Critical Hit attacks can hit it. If you train it to a VERY high level, it can beat up good opponants with it's attacks and never get a single bit of damage (Er, I hope).
Ninjask is also superior to Shedninja in that it is capable of taking a hit, Shedninja has only 1 HP. Although both have some Offensive capabilities, Ninjask is arguably better as it can outspeed its foes and KO before they have a chance to Attack, as opposed to. Shedninja who relies on a Weak Shadow Sneak.