I used to carry the American Red Cross keychain pack. Every local Red Cross chapter sells them. I stopped carrying it after about a year because it was just so bulky (and to be honest, weird). I still carried just gloves for another 2-3 years. I kept them in a second wallet with a couple other supplies. If you've got the pocket space, a second wallet is a really easy way to carry stuff. I like gloves as an a good alternative water carrier in a PSK.
I still have a shield stuck in my "car crash" bag in my car, but that's it. I carry gloves in both of our cars and a kit that I keep in my laptop bag, but they're not always with me anymore.
The shields kind of suck. You probably didn't even use one in class. I honestly doubt I would use one even if I had it with me unless there was some blood and it was a younger stranger.
I've dealt with a couple bloody traumas and a puker without wearing gloves. You can gauge the risk based on the patient and minimize it with layers of fabric or plastic or anything else you can grab, but nothing beats having a couple pairs of gloves (and water to scrub with).
What sucks is that I've dealt with patients in locations like church or stores that should have their own equipment and their staff should have some minimal training. You sure can't count on any staff member touching a patient or even bringing you a first aid kit. If you jump into a situation like that, you need to expect to have to run the entire scene. Make them call 911 and make them do it from a land-line phone not their cell phone. That way the dispatch center will get the right street address automatically from the caller id. Have someone meet the EMTs, show them which building, and bring them to you. Ask them if they have a first aid kit, blankets, towels, etc. and make them bring them to you.
Don't worry about asking them to bring you a bunch of legal forms to sign waiving your right to sue them. They'll have those there for you automatically before the EMTs even show up. My personal advice would be to disappear into the crowd once the EMTs take over. Don't sign anything and don't give your name to anyone. You won't get a medal for your effort. You're more likely to get a subpoena instead.
I've never had to perform CPR for real but I saw it done once. She didn't survive. I don't think any class I've seen really prepares you for the mental aspects. A dummy just doesn't make the same sounds as a real person. More importantly, you don't talk about feeling guilt because you couldn't save a person. It's even worse with all the movies and TV shows where 15 seconds of CPR, chest pounding, and yelling always bring the patient back.