I can remember seeing Shy at the London Marquee several times, they were great live! I got Excess All Areas, disappointed with the production but I have Misspent Youth and that is a great album. Great songs and ripping guitar. I´ve been keeping an eye open for later albums cheap but not as yet....
BTW if you really like Tony Mills´singing you might like Siam. I have their first album The Language Of Menace, it´s OK, good performances but a bit too quasi-Dream Theater for me. Siam had a follow up "Prayer" I think, both on Now And Then.