The whole "shapeshifter" element in stories has kind of been taken over by romance novels, which is a pity as I used to enjoy them. I'm not saying that there is anything wrong with these romance novels, they definitely have a market or else there wouldn't be so many of them, but they have kind of caused other authors to avoid the subject. Of course, I could be wrong and you might be looking for one of those shapeshifting romance novels in which case someone else would probably be able to better assist you. The best books that I have personally read about shapeshifters are as follows;

The Books of the Raksura by Martha Wells. Starting with The Cloud Roads, this series is about a shapeshifter named Moon who is able to change into some type of a winged creature that can fly. Moon is an orphan and has to disguise his shapeshifting abilities while trying to fit in with the tribes that he tries to adopt. Unfortunately, it always ends with Moon being cast out when his powers are discovered, but then he encounters a stranger who is also a shapeshifter.

The Werewolf of Paris by Guy Endore is a much older book, but still a classic in my humble opinion. Werewolves were the original shapeshifters and this book is a pure horror instead of the common fantasy/romance of modern shifter novels. It is a fairly simple story as it deals with a man that changes into a werewolf and terrorizes the populaize before fleeing to Paris and joining the National Guard. He even manages to fall in love, but struggles to tame his wild side and it all ends in disaster.

I'll be happy to share more recommendations if these are indeed the type of shapeshifter books you want to read.