Knowing what you're going to use the stock for will help you decide what to put in it. Just three things to keep in mind - ALWAYS start with cold water, bring it up just to almost a boil and then reduce to a gentle simmer, never simmer more than about 30-45 minutes. When I make shrimp gumbo I just toss the legs, shells and tails into a pot as I peel the shrimp, cover with cold water (about 2-qt water for the shells from 2-lbs of shrimp - or enough to cover), bring up to a boil and reduce the heat to a simmer. After 30 minutes I remove from the heat, cover, and allow to steep for about 30 minutes - then strain. Since all I'm looking for is the essence of the shrimp I don't need to add vegetables, herbs or spices - those are in the gumbo. If I was going to take this stock, reduce it, and use it to make a bisque or a cream sauce then I might add the vegetables, herbs and spices when making the stock.
As someone noted - your not going to get any flavor from mussel, oyster or clam shells. Since their juices are already their essence - there is no need to make a stock from them.
"It ain't what you don't know that gets you in trouble. It's what you know for sure that just ain't so." - Mark Twain