The first thing that pops to mind is that I need more practice as a storyteller. While I've been away from the blog and roleplaying, I've dedicated myself to having a lot of fun with bad B movies (thanks Millcreek!), and I feel like my finished Shock session fits the mold-- bad dialogue, melodrama, and plot holes galore. If it was by some ironic twist of fate made into a movie, I could totally see it looking like The Thirsty Dead (hilarious bad movie, by the way).
I think the play sessions were fun for me, though, and I think that the structure I worked out will be useful for future sessions of Shock.