I let Larry, Johnie and Kia onto my shoulder.
Larry simply can't do that much damage. Johnie's favorite spot is nestled in my hair -- he can nip at my ear, neck or cheek if I move my head and mess up his little nesting arrangement, but he's learned the limits of what is acceptable and what is not. He gets a shoulder wobble or deposited back on the cage when he bites instead of nibbling and we now have an arrangement.
Johnie can be a problem because at bed time, he'd rather stay on my shoulder and sleep with me than go into his cage, so we sometimes have a bit of a battle to get him into his cage at night. This is particularly true when we've been watching a movie or something and he's basically settled down for the night in my hair.
Kia goes onto my shoulder sometimes to move her from place to place -- only because its where she feels most comfortable -- you know her history and issues.
I do not let Peach onto my shoulder. I love him but don't trust his mood swings.