The shader system should be converted to the same system that armor and weapon mods currently run on. When you get a shader for first time, it's permanently unlocked and in your inventory, When you want to apply it, you just pay a small amount of glimmer.
I don't think anyone enjoys the laborious task of deleting huge stacks of shaders. This has been a problem since early D2, and I think the new mod system is a good template to fix it.
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Honestly, playing around with shaders was one of the most fun things in late game D1. Iron Banner? Put on Million Million and go to town. With D2... I haven't really bothered to put a shader on [i]anything[/i]... maintaining an inventory of consumable shaders even if you can restock them from your collections is just too much bother.