Here's a great way to collect as many Shelters as you can possibly hold in your inventory. After you head through Truce Canyon the first time, travel back to Guardia Forest. Once inside, take the first right and bear onto the upper path. While in the small clearing, you'll notice a bush in the upper left part of the screen. Move next to the bush and it will begin to shake. Press the A button and a monster will pop out, leaving a Shelter in his wake as he runs away. Grab the Shelter, and then exit the forest and reenter. Do this as many times as you want.