This is borderline opinion based, and also borderline asking "what do I do with this ingredient", however I think it can be answered so I'm going to give it a shot.
Large pasta shells are generally stuffed rather than used as a simple pasta and sauce scenario, the size and thickness of them means that sauces don't really coat enough to accompany that much starch, so the experience isn't as good as smaller or longer pastas. If you are going to fill them then you'd have a filling and a sauce, the filling would need to be relatively thick in order to help the pasta keep its shape. The most frequent fillings would be meat and/or cheese based, for instance ricotta or a thick meat sauce. The pasta will often be topped by another sauce, this one a typical pasta sauce, often contrasting with the filling. If the filling is cheese the sauce will be tomato, for example.
However, the possibilities are pretty wide open really, use your imagination. Fill them with small chopped sauteed vegetables and top with a olive oil drizzle and fresh parmesan, or fill them with mozzarella and top with pesto.
If you do want to just do a single sauce with no filling then thicker is better so you get as much to adhere to the pasta as you can. Think giant shells 'n cheese, or a thick and chunky tomato sauce.