If you really go for it and want to try making shooting heads - the weight of the head will be just slightly less than the weight of the line you can comfortably carry with a full line. Most of us were casting 60 to 70+ feet of line at the weekend (probably restricted by windy conditions) to optimize a 30ft shooting head you would aim to be slightly under the weight of line in that section of line - around 1.3 to 1.5 times the weight at the given AFTMA (AFFTA) weight - which is two to three line weights heavier than the rating however you are working, bending, the rod against no more weight than when you use a full line.
Building on Magnus' advice....
...when buying PRE MADE shooting heads, some manufacturers such as Rio, Airflo and a few others manufacture the head to the correct weight, so for example, my 10 weight Pike rod takes a Rio 10 weight shooting head but a 12 weight cortland that I made from a DT line. I know a few folk that have been caught out by that one.
Also, you can go a bit mad and go up say 4 line sizes but reduce the length of head to say 20 feet. This is useful if you fish waters with a restricted back cast. Not pretty to cast, but it can be useful in extreme situations (like when fishing off of the rocks for sea fish and you have a cliff behind you. This works well for level lead core if you want to go deep and far.
Alternatively, get a Rio Outbound or an Airflo 40+ line and there you have a shooting head bonded to a running line with a nice smooth joint with no noise in the rings and greately reduced hinging if you get a wee bit too much running line out the tip.
ps. What every happened to level taper fly lines? I remember them..just.