I didn't figure this out on my own, so I take no credit for this discovery, but it does merit a re post due to some recent threads talking about a shortage of exotic shards, or having to buy exotic engrams from Xur to get them, etc. This is something I generally do when I hit the glimmer cap, as it is quick and easy, and I have not hit the "more shards than I know what to do with" level yet.
So here goes: buy/activate heavy weapon telemetry from the gunsmith. Go to the kiosk and buy any rocket launcher or machine gun (I use Truth) for one exotic shard and 2500 glimmer. Equip the weapon and use 6 Motes of Light. Dismantle weapon, receive 2 exotic shards, 3 motes, and weapon parts. Repeat as many times as you need shards.
Net cost per shard is 2500 glimmer and 3 motes of light. You don't need to fully upgrade the perks on the heavy weapon, you just need to level them up via motes.
Hope that helps some people!
-Bob
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#Destiny
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Cool, but I'm always low on Glimmer.