Shedu first appeared in Supplement III: Eldritch Wizardry (though technically speaking they first appeared as part of Assyrian mythology, so far as we know). They've changed little in concept since then, being described as powerful beings that help the cause of lawful good, often found on the Astral and Ethereal Planes. The main change to Shedu comes with the change in the psionic system. Shedu rely heavily on psionics, but the system described in the Monster Manual doesn't really match up with the one in Eldritch Wizardry. It's not going to come until the Player's Handbook is released, so it's hard to gauge at this point how different the Shedu functions in practice.
Hit Dice: Old - 9+2; New - 9+9
Shriekers first appeared in The Strategic Review #3. I've said it before, and I'll say it again now: Gary just didn't make alterations to the monsters that he created for The Strategic Review. Shriekers are presented here almost word-for-word as they were there. It's likely that no-one reading this needs a reminder, but just in case: shriekers are mushrooms that live underground, and if you get too close to them they emit a piercing shriek that can attract monsters. Purple worms and shambling mounds like to eat them. The only changes Gary made were a minor clarification to the duration of their shriek, and a slight increase in number appearing.
No. Appearing: Old - 2-5; New - 2-8
This staple of fantasy gaming first appeared, of course, in D&D Vol. 2: Monsters & Treasure. They've received something of a power boost, which I will easily explained away as an advance in the dark magic used to animate them. In addition to a doubling of their speed and hit points, skeletons have also received an resistance to sharp/edged weapons, now taking only half-damage from them. They are specifically said to be immune to sleep, hold, charm and cold-based spells (though most of these were implied in the rules before, just not in the skeleton entry itself). They're also now vulnerable to holy water, which deals 2-8 points of damage to them (pretty much like all the undead in the Monster Manual).
It's also outright stated that, although skeletons use weapons, they always deal 1-6 points of damage, regardless of the weapon wielded. I chalk this up to their animated nature, and the fact that they have no real muscles. It doesn't make complete sense, but it's good enough for D&D logic.
Movement: Old - 6; New - 12
Hit Dice: Old - 1/2; New - 1