It depends which Zelda games you are talking about. In the first three Zelda games, no doubt I used it all the time because it was always out and you didn't need to press a button to bring it out. In Link's Awakening, I used it until I got an item to replace it with, then I never used it unless I had to. In OoT, MM, and TWW I sometimes used it when I remembered to take it out, but for the most part I just side jumped to avoid attacks; in Wind Waker I also used the shield in the mini-game where I had to hit Oshus(?) 300 times. In Four Swords, it depended whether I had it or not. In The Minish Cap, I don't even remember if there was a shield. In Twilight Princess, I used all the time because it comes out when you Z-target. Phantom Hourglass and Spirit Tracks is the same case as the first three Zelda games. In Skyward Sword, I used the shield a lot, because the easiest way to kill most enemies is to shield bash them, so I always had my shield in my adventure pouch.