I dont like them. When im on forums with them installed on them i just ignore them & dont use them, and i wouldnt install one on any of my forums. Thats just my opinions though, many other people do like them.
They were trendy like 8-10 years ago, but any more today I see them on web sites but nobody uses them that much. The worst is when forum owners put them horizontally toward the top of the page and I keep accidentally pulling the scrollbar of the shoutbox down instead of the scrollbar of the web page itself when trying to get down to the actual content.
It all depends. It can severely hurt forums if there is no moderation. Though a well-kept shoutbox can keep active members going and reduce bounce times for your site. It's your choice but in my opinion, I would keep the shoutbox exclusive to premium members, that way it reduces spam and gives another benefit to purchasing a membership.