Strapping can be great, but also it can also cause problems. If you have to put your shoulder through a lot of stress or high impact, such as a competitive game of tennis or baseball, then strapping may give support and strength to the shoulder.
Strapping is best used if you are suffering from an injury. The strapping will help to take load from the tendons and ligaments, and transfer it to the tape, this reducing the stress on the tendons.
But strapping should not be worn all the time. Overuse the strapping, and you could weaken your shoulder as your body gets used to having the support, and the ligaments naturally soften as the strapping takes over.
So short term use, and in pain, use strapping to ease your discomfort. Make sure you see a trainer, physical therapist or physiotherapist for application if you possibly can.