In my opinion, they should really go all the way with this feud, mostly in regards to Undertaker and Kane.
Let's start with the Undertaker.
They could bury the Undertaker alive. It wouldn't be the first time - that would be October 1996 and it took half a locker room to do it. Then lightning struck the tombstone and Taker's hand raised up from the covered dirt. Before that, it took half a locker room as well to throw him into a casket and lock him there at the 1994 Royal Rumble. Taker still vanished from the casket. Then Kane himself threw him in a casket at the '98 Royal Rumble and he and Paul Bearer set it on fire. Taker STILL vanished from inside the casket somehow. (WWE later ripped this segment off for the Orton/Bob Orton feud in late 2005, it didn't have nearly the same effect.)
Point is, they should have The Shield do something similar. The Shield promised to lay the Undertaker to rest for good, which is a strong statement to make (even at Taker's advanced age, even though undead, supernatural zombies aren't supposed to suffer through the aging process) considering so many who've tried before and failed. It would be awesome to see them pull stunts like this, only for Taker to keep coming back for more. Imagine Taker's hand rose out from the dirt while The Shield were still pouring the dirt on or something. And then Undertaker literally just stepped out of his grave right in front of them and sent them walking off. Just have The Shield pull a lot of shit but Taker just keeps coming back and maybe starts to play mind games of his own to really spook 'em and let them know why he's The Phenom.
With Kane, there's always that option of burning him in someway. They could attack him and lay him out on his back on the concrete backstage. Then they could make sure the camera got a good look at Kane and what they were about to do to him. Reigns drags him into position (face first) and Rollins squirts gasoline or kerosene or whatever from a small bottle over Kane's back and then Ambrose lights a match (and holds it up close for the camera to see) and then sets Kane's back on fire while a bunch of men rush in with fire extinguishers and put Kane out. The Shield later ask in a promo if Kane remembers what the pain of fire still feels like after all these years. They say 'justice' can sometimes come in twisted and macabre ways.
Another idea is to take out Daniel Bryan in a way that hurts Kane. Remember when Undertaker hurt X-Pac the night after Fully Loaded 1999? Kane looked up and screamed (or moaned really loudly, however you want to describe it) in agony at seeing his friend hurt. They could play up a similar thing here, with Bryan seriously injured by The Shield and Kane flipping out over it, just to show how much they actually do care and look after each other as partners at this point.
Anyway, those are some suggestions. This feud with the three of them could really last through the summer, especially with the rumors of the Undertaker wrestling at Summerslam. And who else could Taker face at Summerslam if not one of The Shield?