Democrats should avoid shutdowns.
Polls show that approval ratings of the Democrats have not risen despite the crashing of Trumps ratings, even accounting for disgruntled democrats. A Gallup poll in January showed the number of people who consider themselves to be independents was at 45%. A recent poll by CNN had it at 47%. Democrats are doing well in special elections, but it appears that independents are voting with Democrats as a check on Trump, not because they are enthused about Democrats. Shutdowns are not helping the Democratic Party. This is especially true when it gets to the point where people are missing paychecks, there are long lines at the airports, or you have over stressed air traffic controllers.
It has been argued the Republicans control the House, the Senate and the White House, so therefore the Democrats cannot be responsible, but you have the 60-vote threshold in the Senate, and the Republicans are not expected to go the reconciliation route. It would be completely reasonable for people to at least partly blame the Democrats for any consequences of the shutdown. People are responsible for their own actions. Refusing to fund the government is an action.
To this point, shutdowns have not achieved any of the supposed goals.
The best way for Democrats to affect people's lives is through winning elections. Shutdowns are not helping us do that. Make a difference in people's lives through winning elections. That is how we become the dominant party.