If you aren't already using a US layout keyboard you could try one. They have the left shift key practically under the little finger when at the normal home position.
If that still isn't enough, you could use a utility like KeyTweak to remap the 'A' key to become shift, and CapsLock to become 'A'. (And maybe the left shift to become backspace?)

On a ISO (Euro) keyboard you can remap the key next to left shift to also be shift making it a bit more like the US layout.

I concur with the idea that the US keyboard is vastly superior.  I can only assume that OP is using an ISO layout if he (she?) has problems with left shift.  I did too when I first started using Colemak.  The lack of Caps Lock is a problem when shift is so far away.  But after replacing my keyborards with US ones, this is no longer an issue.

Using Comfort Colemak makes your keyboard symmetrical down the middle. Thus, if you are happy with your right hand shift, you will likely get used to the left shift as well.

Sometimes I too wonder what's with all the hyperbole.

Haha, good one! :-)

As a programmer myself, I advise swapping symbols to have most common ones un-shifted. For instance, you may consider swapping digits and corresponding symbols. Then you could use Shift Lock instead of Caps Lock to type numbers.

I too think that left Shift is a bit awkward. I didn't realize that until I remapped Caps Lock as Shift.

Data on my own typing shows that any shift usage is quite damaging to speed--in fact, more damaging than typical (let alone fast) patterns involving dead keys.  In other words, having shifted things on dead keys would be better, speedwise.

As a programmer with QWERTY I found myself constantly moving my right hand over to the right, pressing many "rightmost" things with my ring finger instead of pinky.  This hurts my wrist, however.  I believe that DDvorak and Programmer's Dvorak mostly got it right by switching numbers and punctuation--using shift to type numbers.  I have no data on how good or bad AltGr is because I've never used it (but DDvorak's AltGr right handed numbers makes a lot of sense and frees up a lot of keys).

I think that would not improve things (much) because the shift key does not press the same as normal keys.  It's kind of squishy.

Maybe it's just my luck but the last 30 or so keyboards I've touched, if not all of them, not counting every single one I've seen in a store, all had squishy shift keys, so how rare is this magical "good shift" keyboard?  Does it cost extra?

We're talking about layouts that make existing hardware optimally used, which IMO means working around squishy shift keys, not looking for hardware solutions.

Shift keys are normally the same as others except:
»You press them with your weak little finger;
»You hold them down while other keys are pressed rather than 'hit' them;
»They are wide keys, and may have stabiliser bars. Poor lubrication or hitting them off-centre can affect the feel.
So any cheapness can show up here.

Quality keyboards do not have mushy shift keys. But most computer shops do not sell quality keyboards. Why should they? Customers have become "dome-esticated" - so used to using crappy rubber-dome/membrane keyboards that they don't even know that there are better alternatives out there.

You might improve matters by removing the shift keys and cleaning the parts then applying white lithium grease.
You could even try replacing the wide shift keycap with a standard size one?

I use the TypeMatrix and Kinesis keyboards, neither of which have squishy shift keys. I would imagine that any other quality keyboard without dome membranes would have similar characteristics.

If you use dome keyboards you can suffer a bit because the shift key is wider than normal keys.

I'm going to go out on a limb and say that Colemak wasn't designed specifically for high-quality keyboards. Your shift usage is hardly different between Colemak and QWERTY.

Which is why I'm liking the keyboard but being notably guarded about its future performance. It uses scissor switches just like most laptop keyboards, so it might actually last quite a while. Not as long, of course, as some of the Model M's which are past the two-decade mark, but I'm willing to risk it. :p I'm still surprised I like it more than my Unicomp, and due to the decreased key travel, I actually type 5-10wpm faster. That's just nutty.