There have been many posts about shield discussions, and the only conclusion is that there is a shield for every gameplay/style and every situation. If you want to be an escort flying around Alpha striking and leave the field of battle, go for the Covariant. Do you want to stick in battle a little longer but loosing alot of capacity (and possible defense against an unseen attack) take a Normal or even Regenrative shield.
Hint: The regeneration rate of a Covariant is so slow that you are probably have to rely on Bridge officer abilities only to heal your precious shield.
So it might be wise to check out the forums and you will know your answer. (Partly), the other part will come with practical experience and 'feel'