Heat shields are crap, IMO.
If you have to put them on for inspection, then put the very minimum on to get by, then remove them. If you have little ones running around, then heat shields are just going to give you a false sense of security -- they can still burn themselves, especially on the primaries coming out of the fender wells. I do keep a cut of welding blanket behind the set to drape over the pipes to help passengers get out, sometimes. Personally, I've only fried my ankle a few times over the last decade -- one time pretty good. But the scar went away and the sinew came off the side pipes with a little 409 cleaner. I haven't done that in years though.