Best value in the shop is the $50 Deathknight Armor and the $5 daily gems. Anything other than that is based on your own discretion.
Other packs that have decent value include: the starter pack ($5), daily maps ($5), minor traitstone pack that gives 20 all minor triatstones ($15), the arcane packs that give 6 of 6 arcanes ($35), and the legendary packs ($50).
In regard to buying Sheggra, I would hold off. Sheggra doesn’t have the best of traits and is very VERY dependent on team composition. It isn’t a card that you can just slap into a deck and win. Despite never buying a $50 pack myself, I do find some of them to be worth it, especially if you are a newer player. It is the only 100% chance drop for a legend in the entire game, which will help a lot if used on one of the better legends in the game. It will also give a weapon early. Most of these weapons aren’t particularly legendary, but many of them do help win Arena better since 2 color weapons are pretty much non existent early with the exception of War and Peace from completing the Khaziel bonus quest line. The event keys in the pack should be saved for an event week that you has a really good legend that you want. If you happen to get a bit tired of the legend you have or need another one for synergy, the 50 event keys can be dropped that week to try to get it. Keep in mind that the contents within the event chests change every week, so if you aren’t familiar with how they work just ask around. It is also just a chance at getting it, but 50 event keys is an extremely high chance of getting at least 1, if not more. Other than that the souls and other resources are used for the legend that drops from the pack.