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Also an important thing to note with artillery is that they only do half damage from the back row, so their damage contributions are not quite as high as they appear.
To answer the original question, check the military tech progression of fire and shock values for different units. An army in 1450 doesn't care much about fire, for example, because they have no, or very low, fire value. Later models might have more.
As for shock vs fire, shock doesn't become useless later on, but it's largely dependent on your nation's starting ideas and your economy. If you get ideas to improve cavalry (the best potential source of shock damage) like combat ability, improved inf/cav ratio, or flanking ability, it can be a good idea to build cavalry up to just under your inf/cav ratio and keep using high shock generals until artillery starts to catch at around mid game. This will vary wildly, though, and is something you only do on a case by case basis. A good example is Poland/the PLC; they can use higher amounts of cavalry than most nations and still field an effective army.
For most West European tech group nations, though, by mil tech 12 you should be switching to favoring fire as that's the first level your infantry units have fire pips and by the time your artillery upgrades at 16/18, you should be going full hog on fire damage with everything except maybe your preferred cavalry units. Some people just forgo cavalry all together by endgame, but I find the bare minimum to use on your flanks to be useful. It really varies from tech group to tech group as some groups get fire damage sooner or even lose it randomly as they tech up, but most people play West Europe anyways.
pips units is absolutely secondary indicator, you should always focus on the multipliers of damage that you get with military technology
Discipline increases casualties by its percentage value(10% discipline does 10% more damage). It also increases Military Tactics by the same percentage.
[Add unit type here] Combat Ability increase specified unit's damage.
Land Fire/Shock damage increases casualties in its respective phase.
Fire/Shock damage received decreases casualties in the correct phase.
Napoleon invented the concept of accurate battlefield artillery fire.
Discipline reduces shock and fire damage.
Army tradition raises morale
Army professionalism raises discipline.
artillery is the only unit to fire from the back row, so saying they only do half damage is misrepresenting their impact. they do damage WHILE your front line is engaging the enemy. Artillery IS extremely Important as soon as you hit certain tech levels.
That's like saying that developing provinces or exploiting factions is cheating.