This is going to be a derp to some, but for those it isn't, there is no reason to use *any* radiant shards until you have the complete light 36 set you want to wear *AND* the shards needed to upgrade them. The reason being is you can hit level 31 not only with vendor gear, but any combination of raid gear leveled without using shards (light 32 each), a fully leveled exotic (light 36), and/or light 33 pieces from the vendor/engram. This way you can leverage your raid set bonuses but still save your shards.
Why is this important? Stat distribution. Odds are, your first set of all light 36 gear is going to be heavily weighted towards stats you may not want and there is an even better chance that as you accumulate the 63 shards you need (assuming you use an exotic) you may acquire duplicate pieces with more balanced stats (or a different exotic you prefer). Since there is no functional improvement to your raid ability with the fractions of the level leading up to 32 (apart from a negligible amount of defense/stats), you won't see any noticeable difference in raid performance until you collect and use that 63rd shard anyway. This way, you can save yourself the headache of potentially wasting those precious shards on a piece (or worse, pieces) you want to replace with something else you found.
*Edit* To clarify, I'm not suggesting you stack raid gear until you have a perfect set. I'm suggesting you save your shards until you have a set that will net you lvl 32 *and* the shards to level it (or enough spare gear to have enough shards after dismantling). At that point, just level the best pieces you have.
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Sound advice. That said, there's no reason not to use bounties and suchlike to load experience onto the armour in preparation, but save your materials and glimmer.