I was surprised nether player would allow shuffle(my Sony doesn't even show the option and the Pioneer is greyed out). Both shuffle with regular CDs and my car(where I normally play my MP3 CDs) has shuffle.
I tried my Panasonic BD player, it allowed shuffle but required a couple button pushes that you'd have to see the screen to know what was going on. It required me to first select MP3s or JPGs(album art) then enter followed by PLAY. The Panny had the nicest looking menu structure too, all my folders laid out and easy to switch between them. Note with the Panny I could only shuffle within a folder, not from different folders.