As well as shocking when necessary, just keeping a sufficient level of chlorine can help with continuously oxidizing chloramines. Often when you get buildup it's because the chlorine level in the pool dipped too low. In fact, for a residential pool that doesn't normally see large numbers of swimmers, if the chlorine level is kept consistent (somewhere between one and several ppm depending on things like pool type, whether a salt water chlorine generator is used, amount of sunlight, etc.), shocking regularly may not even be necessary. (We almost never shock ours, and with our SWG running at around 20% about 8 hours per day, consistently maintain 1-2ppm free chlorine, and almost zero combined chlorine (chloramines). Again, YMMV depending on a number of factors, but the key is to keep a sufficient free chlorine level (which may mean boosting it up in anticipation of a large swimmer load, such as before a party), and then yes, shocking if it does drop down too low and chloramines spike.

It's extremely helpful to have a decent test kit, like the ones sold by Taylor. The color-change 'strips' are almost worse than useless, as they can often give misleading readings. The info at troublefreepool.com is also very useful when first learning this stuff.