the only shoutbox i know that is phpBB compatiable is totally buggy and full of security bugs...
Not needed imo. It will just take the mind of users not doing what they need to do and thats posting.
First of all, I haven't noticed a slowing of the loading of the web pages due to the ads, it may be my connection, but I doubt it.
Secondly, shoutboxes are geared more towards less involved mods and admins, of which we don't have that problem.
Thirdly, like someone said, the one for this board is buggy and security flawed.