Whenever I go to a place I've not been, I get a copy of the relevant Rough Guide. The Shetland one, I believe, is the "Highlands and Islands" one, which covers Orkney as well.
I got a copy when we went to Orkney a few years back (my god what a place! Can't wait to get back there!) and have hankered after a trip to Shetland ever since!
Obviously the Rough Guides aren't megalithically centred, but you'll fine info on all the major sites as well as lots of useful local info.
Be sure to tell us all about your trip, and get some photos on this site! :)
G x
