I have a LaserMax on my Shield 9mm. See photo:
You will notice that I modified the LaserMax somewhat. The standard package for the laser continues along the bottom of the trigger guard to the grip of the pistol. This extension is about 1/8" thick and reduces the length of the grip you have available to hold on to. I have size large hands and that small amount is critical to the feel of the grip.
The Crimson Trace laser package also extends along the bottom of the trigger guard and since the extension connects to the on/off switch, there is no option to modify it as I did with the LaserMax.
With the Crimson Trace, when you grip the pistol you are also turning on the laser. You don't get any choice with it. This is an issue with some users. I find that the switch on the LaserMax falls naturally under my index finger when I have it along side of the slide, which of course is where it should be until you are on a target that you intend to destroy.
With the difference in cost between the two, and given that I will be using it more for training than likely use in a real action, the choice for me was not hard to make.
BTW, if you look at the LaserLyte package, you will see that it looks a lot like my modified LaserMax. I originally got a LaserLyte, but the switch was defective and I didn't particularly like the "feel" of the switch, so I sent it back to stay. I had a LaserMax on a Ruger LC9 that I previously had and made the same mod to it.
Another thing you are probably already aware of is that the addition of a mounted laser will require a different holster to fit the setup. The Kydex on the MaxTuck holster that I have for the Shield is removable, which makes it easy to just get a different Kydex piece. (The MaxTuck is similar to a CrossBreed holster.)
For what it's worth . . .