Always have shields. Unless you are flying a throwaway ship or something, going without shields simply isn't worth the risk. Even if you never get into any combat situations, shields will cover you if you ever bump the entrance to the station, or the landing pad, or something like that.
If you're crashing into the station when you're trying to land, then you need practice, not shields. Shields are for taking fire, that's it. No combat = no shields.
I have a Courier I use for "running" between systems that house my other ships, cost me about three million credits (which means it's not just a "throwaway" ship), and it has no shields. Does have a helluva jump range, though. And it's more than maneuverable enough to get out of interdictions. I've yet to scratch the paint on it.
Even on my Asp, I turn the shields off once I'm out of the bubble. No NPCs, no other players = no combat, no shields. They go offline along with the other non-essential systems, and since the ship's only drawing about 20% power, it runs nice and cool, even when fuel scooping at maximum efficiency. Which saves me from having to carry heat sinks.
For mining in a Sidewinder... yeah, probably not the best ship for it due to its size. But if you stay Solo or Private (i.e. away from asshole players), and stay in the low intensity RES sites, you'll probably be fine. Just watch your back and be ready to run if anyone starts some shit.