First of all, the shaman is not a monk-like class. They get Improved Unarmed Strike, but otherwise stink at unarmed combat. Their unarmed attack bonuses aren't any better, and they only do 1d3 subdual damage. Stick to using weapons.
What level will you be playing at? For higher level shamans, and lower level shamans who think they can survive long enough without, I recommend putting all your good stats in mental stats and Con. The reason is that, after 7th level when the shaman gains Polymorph Self, Strength and Dex become redundant.
I'm going to break with the crowd and recommend you put your highest stat in Charisma, and then take the Divine Might feat from Defenders of the Faith, which allows you to use a Turn use to add your Cha bonus to all weapon attacks, including ranged. If you really want to cheeze it out, you could also take the Sacred Defender feat from Relics & Rituals II, which lets you use a Turn attempt to get your Cha bonus as a sacred bonus to Armor Class.
Put your second best stat in Wisdom. Shamans don't have many directly offensive spells, so Save DCs don't matter much.
After that, probably Con if you plan on wading into combat, or Int if you're more interested in skills.
The most fun domains IMO are Hero and Trickery. Hero gives you all those great cleric buffing spells that aren't otherwise on the Shaman spell list, and Trickery gives you fun spells, and bonus class skills that you acutually have skill points to use, unlike clerics.
Aside from the feats I mentioned above, the Persistent Power feat is almost a must-have at higher levels. The best combat feats for a shaman in my experience are those of the Improved Trip/Defensive Throw chain. A ranger/shaman of mine uses his "off-hand" unarmed attack to improved trip an opponent, then uses his "primary hand" longsword for the free attack.
If you really want to play a shaman who fights unarmed, I recommend taking one level of monk. That way you can inflice d6 normal damage with your attacks, attack with a flurry of blows, gain your Wis bonus to AC, and gain some nice perks like evasion, good saves, and good skill points.
