Hi: Not Wolfgang here, but this may help. Since you can customize the ShuttlePro any way you want, make it support your work flow rather than conform to some factory preset.
What do you do most often while editing that requires you reaching for the keyboard? Make a list and program these key strokes to the ShuttlePro under an application name of your choosing (e.g., Vegas 6). If you do this thoughtfully you can pretty much work with one hand on the ShuttlePro, the other on your mouse. I find myself using the ShuttlePro keys more often than I do the jog shuttle feature, although the latter is very useful in fine tuning an edit or in scrubbing audio.
If you want a starting place, look in your "C:\Program Files\Sony\Vegas 6.0\" folder for the file "Sony Vegas 6 -- ShuttlePRO v2.pref" and import that into your Shuttle Pro. This has the default preferences that ship with Vegas 6.