My cat heat-shields are off, the only problem is that during periods of heavy rain and / or slushy wet snow, the cold water hits the cat every once in a while and causes it to cool off, this in turn causes the computer to retard the motor for about 10-15 seconds leading to less power and a nasty noise like you have an exhaust leak or no exhaust. (if the computer knew what was going on, it would add power which would solve the problem quicker). Personally, I don't think that leaving it off will harm anything, but if you live in a place w/ lots of snow or lots of rain it is something to think about.