As for shields, I only used the clear on my KBC VR1, so I can't help you much with that one.
On my Scorpion EXO-700, I alternate between the clear and the light smoke. I find that I use the light smoke alot more--almost exclusively. The light smoke is nice because it works for me just fine in the daytime or at night. If I'm leaving in the daytime and I'm not sure that I'll be back before dark, I can use the light smoke shield and not worry about it. It cuts just enough glare to be comfortable in the daytime (as long as I don't have to look right into the sun), but it doesn't cut out too much light for night time riding. I prefer the clear shield at night, but if I have to pick one shield for both, I go with the light smoke.
ETA: Another plug for the light smoke shield--the light smoke shield has a coating that provides UV protection. None of mirrored shield do (at least not for the Scorpions).
As for the quality/protection of KBC helmets, I can only speak for the VR1 Euro. I severely crashed a KBC VR1 about a year ago. The impact to the back of the helmet was severe and the helmet was destroyed. I was knocked unconscious and came away with a moderate concussion and no memory of the accident or the approximately 1 hour following the accident (during which I apparently called and spoke to my wife on my cell phone at least four times, repeating the same conversation each time). The helmet basically did just what it was supposed to do. It took the brunt of the impact and protected me from life-threatening or incapacitating injury. It may not be the "best" helmet available, but it will do its job.
So far, I haven't had to test the Scorpion--and I don't intend to do so anytime soon.