Picking favorites in shifter romance is so difficult because the tension can come from so many different dynamics. For a classic, slow-burn, enemies-to-lovers kind of tension, I always go back to 'Dark Lover' by J.R. Ward. It's technically vampire, but the Brotherhood's primal, territorial instincts create that same shifter-esque vibe—Wrath and Beth's entire dynamic is built on this overwhelming, possessive pull he's trying to resist. The tension isn't just about whether they'll get together, but about him grappling with a destiny he never wanted that involves her.
If you want tension that's more about societal roles and forbidden connections, the Psy-Changeling series by Nalini Singh is unbeatable. 'Slave to Sensation' sets the stage, with Sascha being a Psy conditioned to feel no emotion and Lucas as a leopard changeling who is pure, raw feeling. Every interaction is charged because their very natures are at odds; her cool analytical mind against his hot, predatory instinct. The tension is intellectual and sensual at the same time.
For something darker and grittier, where the tension is laced with genuine danger, the Kate Daniels series by Ilona Andrews is fantastic. The shapeshifting here, especially with Curran, the Beast Lord, is integral to the power struggles of the world. The romantic tension builds over several books through snarky dialogue, fierce loyalty, and constant tests of strength. It feels earned because they are both such formidable, stubborn individuals who have to learn to be vulnerable.