Put a little disk image on the iPod shuffle. When you go to another machine, wait until iTunes comes up and asks you if it should control the Shuffle. Ignore the dialog, switch to the Finder, and mount the image from the iPod Shuffle. Go back to iTunes and answer the dialog by saying "No." After that, the Shuffle disappears and then reappears on the desktop -- because the Finder can't unmount a volume as long as there is a mounted disk image on it.
Now you can quit iTunes, unmount the disk image, and your Shuffle is a simple USB stick. This is a bit more work than the previous hint, but it works on any mac without losing your songs.
[robg adds: This other hint explains another way to easily use a Shuffle in disk mode...]

