With the advent of inexpensive computing power over the past two decades, applications of Monte Carlo radiation transport techniques have proliferated dramatically. At Los Alamos, the Monte Carlo codes MCNP5 and MCNPX are used routinely on personal computer platforms for radiation shielding analysis and dosimetry calculations. These codes feature a rich palette of variance reduction (VR) techniques. The motivation of VR is to exchange user efficiency for computational efficiency. It has been said that a few hours of user time often reduces computational time by several orders of magnitude. Unfortunately, user time can stretch into the many hours as most VR techniques require significant user experience and intervention for proper optimization. It is the purpose of this paper to outline VR strategies, tested in practice, optimized for several common radiation shielding tasks, with the hope of reducing user setup time for similar problems. A strategy is defined in this context to mean a collection of MCNP radiation transport physics options and VR techniques that work synergistically to optimize a particular shielding task. Examples are offered in the areas of source definition, skyshine, streaming, and transmission.