I agree with pp, if you are contemplating the vax, I'd go ahead and get a titer first. That being said, I'm 36 and have never had chickenpox. Both my DC have had it, I've been exposed loads of times. . .still haven't gotten it. When I was pg the doc recommended I get a titer, but I never did. . .I'm not too worried about it.
About the shingles connection. . .from what I've read it isn't the vax that causes shingles it's that we aren't exposed as often to the virus (because of the vax) so our immune system isn't getting that little "booster" (like from our kids getting chickenpox, or the neighbor kids, etc. . .) therefore leading to shingles.