I follow Cross's great little guide
HERE to create .LBM files.
As to which .shp files to use, I believe you need to ensure you use ones set up to the "Correct" vehicle type (by looking at WINSPMBT_MasterIconList.txt in the Design subfolder of the game data).
I use 110 for turreted, 111 for helos, 183 for "invisible" / AA Turrets and 185 for aircraft / unturreted vehicles.