Shockey is an interesting player. He is very talented, but he has been injury prone and he is 30 years old. I think the best fit in the AFC West for him may be the Denver Broncos. The Broncos need a receiving tight end and new Denver coach John Fox is very familiar with Shockey from the NFC South, having been the head coach of the Carolina Panthers for nine seasons.
Fox likes veterans and I could see some potential interest there. I really don’t see any of the other three teams in the division making a play for Shockey. Other than in Denver, this is a very strong division for pass-catching tight ends, so there would be no pressing needs. If Zach Miller were to leave through free agency, I could see the Oakland Raiders being interested. But Shockey's situation is sure to be settled much earlier than Miller’s. Plus, I don’t see Miller leaving Oakland this offseason, anyway.
In this Insider piece, Gary Horton has a nice breakdown of all of the AFC West needs as we prepare for the NFL combine.