Your question doesn't have any answer (well, except for P2P shield and IM shield - those are basically targeted versions of the FileSystem Shield making it possible to use different/higher sensitivity for specific folders or processes).
The shields call the code inside of virus definitions to deal with the detection (i.e. the shields themselves are just data suppliers) - and the virus definitions evolve constantly. So, if the Network Shield doesn't contain heuristic now, it may have it tomorrow.
Also, relying purely on heuristics is stupid - heuristics is slow/expensive. So the correct approach is to use a quick database lookup for known malware/sites/whatever, and only what passes through that sieve, send it to the "heuristics" (whatever the exact meaning might be). That's what the detections are prepared for - so as was already said, if you disable those "stupid" shields (if we assume there are some "stupid" and "clever" ones), you will decrease your protection significantly, as the "smart" shields assume the "stupid" ones are there, they are not meant to catch everything possible.