Actually, I wasn't talking specifically about shp files. I have been using the ESRI map tool and they have a number of REST based layers that are helpful but I'm not particularly fond of the integration or the licensing model.
For instance, here is one of the TiledServiceLayers that I can add to my map:
<esri:ArcGISTiledMapServiceLayer ID="ImageMap" Url="http://server.arcgisonline.com/ArcGIS/rest/services/ESRI_Imagery_World_2D/MapServer
These are free and I know that they can be used elsewhere but I cannot figure out how to add them as a layer in a RadMap.