I'm much more inclined to build turbolasers and shields if I'm playing Empire. The Rebels are so fond of using the "Raid" ability and landing a (typical) force of Han and Chewbacca, 1-2 artillery units and some Assault Speeders. At this point shields become essential, as the artillery rockets won't pass through (provided you've upgraded, of course).
If I play Rebels I only bother with these on worlds where I know I'll have trouble holding the Imps away in space battle (because of few space forces or a low-level space station on a frontier world) or on planets where the Imperials will have an advantage, such as Jabim (no repulsorcraft, which hurts the Rebels more than the Imperials) or Korriban (Imperial heroes receive bonuses).
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