I never had a shag or anything like that myself. My hair is very straight so I've always either wore it long and straight or short and straight. Every now and then I'd perm it. I can say I have had a pixie cut a few times.
My most regrettable hair cut/style was when I had a home permanent done when I had short hair. And lots and lots of body.

I looked like a friggin' poodle.

I don't like poodles.