i dont have a heatshield on mine. even with the turbo right there i havent had any problems.Meh, I haven't had a heat shield for five months now, and I've had no problems. As long as nothing is too close then it isn't a big deal. Just my $.02
I've installed ceramic headers and I wish to have a heat shield. Going without a shield shield WILL distort Conveluded tubing and add a wee bit of heat to the front area in the engine bay. In stop and go traffic that translates into more heat around the Rad. And we all know how COOL the Zetec is I mean runs.....