Bullet hell shmup is good and all, but unless you're addicted to Cave, it's probably best to get some variety going and decide for yourself which type you'd prefer more.
This. Cave makes some FANTASTIC games. Galuda is one of the most gorgeous games I've had the pleasure of playing. That said, Cave really fills one particular niche very well, but is not the be-all-end-all of shmups by any means. That's not to say there's not variety in their games - they've changed it up by making horizontal scrollers like DeathSmiles, and made some Raizing-esque games. However, all of their games are bullet hell shmups, and that's not all there is to enjoy in the shmup world.
I have a feeling there are a lot of people around here that need to get out and play a Gradius, or revisit Pulstar or Last Resort, or try Mars Matrix or Giga Wing. Heck, Saturn had what are supposed to be excellent ports of the better STV shmups: Terra Diver and Radiant Silvergun.
I guess what I'm saying is: anyone should try a variety of things. Certainly that should include a Cave game or two, and it seems Cave is the only company really putting out anything in this genre with any regularity, so they're probably the most relevant company you can check out.
HOWEVER, one should also try something by Takumi, something by Treasure, some of the old Neo shmups, not to mention all the inexpensive great shmups on SNES - Space Megaforce and Super R-Type are great fun from my recollection.
So maybe it's just me, but I hate to see people commit to only one particular subgenre or company.