The sh404SEF component is a really powerful component, and certainly a must for every Joomla! site if you are aiming for better rankings. It is also a possible source of problems, because of the following:
If you have a very large web site you will find that sh404SEF slows down your web site's loading time as it needs to build the SEF URLs. One way to solve this to a certain extent is to increase the cache size for the URL cache so that more URLs can be stored in that cache.
After you change some options in the configuration of sh404SEF it wants you to clear the old cache to generate new URLs. You have to be aware that it really creates new URLs for your articles. If you have changed the article title's alias, or moved the article to another section or category its URL will change.
Be aware of this and create a custom redirect for that page using the old URL in the alias field. You can see an example of that in the previous paragraph about special URLs.
The SEF URLs are built upon the first request of that page. This means, after you clear the cache and a visitor from the search engine results page has clicked on a SEF URL, it will not find the page. To solve this you need to have a Sitemap component such as Xmap active. After you have cleaned the SEF Cache, directly visit the menu link you have created for the sitemap.
The sitemap is now recreated and calls every page that is in the sitemap. Now all SEF URLs are again active and you don't lose any visitors. You can check this by going again to the sh404SEF control panel and you will see that there are again a lot of SEF URLs in the database.