Shaw grew up in Oakland, California with other future basketball stars such as Antonio Davis, Jason Kidd, and Gary Payton, as well as Demetrius “Hook” Mitchell. In his youth, he was a participant at the East Oakland Youth Development Center, a local community organization where he played basketball. He attended Westlake Middle School and then Bishop O’Dowd High School in Oakland. For college, he attended St. Mary’s College of California for his freshman and sophomore years of college, then transferred to UC Santa Barbara for his junior and senior seasons. In his senior year, he was named Pacific Coast Athletic Association (PCAA) player of the year as he led the Gauchos to their first ever NCAA tournament berth.