Shells come from the Voidwalker NM Krabkatoa. You buy a KI then have to track down invisible NMs using /heal. Each /heal gives you a distance to the nearest NM, which can move. After each kill, there is a chance your KI will level up. You need a level 3 KI to pop Krabkatoa, which is lost when you pop.
The stingers drop from a 15 min timed NM in Abyssea. It's an easy NM and some jobs can solo it, but should not need more than one other person.
Neo-Nyzul is lame right now- all of the goals are exactly the same as old Nyzul. Differences: you can't save floors and you can choose "random jump" which will move you 2-9 floors up. Instead of feet on floor 20, legs on floor 40, etc., the NQ gear drops on floor 20, +1 on floor 40, and the best is from floor 100, which no one has cleared, afaik.
Not much is out about Legion yet, but it looks to be Einherjar-like, but you've got small waves of HNMs instead of waves of lesser mobs. It is targetted at groups of 18 people.
Edited, Mar 3rd 2012 2:27pm by xypin