Well, to start with, Shockwave player has a completely separate installer, and you'd know you needed it if it wasn't installed and you went to a site that displayed a "plugin required" message. Pretty much limited to some online action games, although even most of those are Flash based now, not Shockwave. Not that it'd hurt to install it, it's just not worth bothering with unless you run across something you want to play that actually requires it, at which point you can install it.
As for Flash, I have three computers at home and manage about a dozen Macs at work, plus a few Windows boxes, and as far as the Mac goes, it's always been quite simple: You go to the
Flash download page, which will suggest the correct version for your browser and OS. You click the "Download Now" button, and get a disk image called "install_flash_player_osx_ub.dmg" (annoyingly, it's ALWAYS called that, regardless of version, which makes managing installer archives difficult). Mount the disk image, double click the installer ("Install Adobe Flash Player.app") on the disk image, provide your admin password, and wait about fifteen seconds. It will ask you to quit your open web browser(s), which you'll have to do.
This reliably replaces the old version with the new one on the Mac, and has for the past several OS revisions on every system I've ever run it on. You can confirm that you got the right version running by firing up a browser and going to the
Flash Version Test Page--the little box on the right shows you what version is installed, which you can compare to the version number table below.
Do you have some sort of unusual setup? What error are you getting that's requiring you to do a manual uninstall first?
Finally, on the beta versions of Flash, Adobe sometimes publishes public beta versions of future Flash releases on the
Adobe Labs site (Flash 10.2 came out a couple of days ago, so there's currently no beta version up). Those, at least according to the instructions, require a manual uninstall if you want to revert to an older version (which, being Beta, there's a good chance you might). But I've never seen this to be necessary with release versions.
Windows, incidentally, is a different story--I've seen the Flash AcriveX control flat-out fail to update unless I manually downloaded the installer and ran it. The issue may have been with the ridiculous Adobe Downloader plug-in that handles the tiny Flash download on Windows, but probably half the systems in a small school computer lab I was updating at one point had issues.