Tom's correct, Shays can be fired with a clean stack, if you have good fuel and if things are going well.

That said, they do use copious amounts of steam. They're essentially in low gear, and those pistons fly even at relatively low speed, gulping steam as they go.

I recall when MRSR first restored the Shay to operation, and we were doing a push-pull operation with the Santa train. I was on the back of the caboose looking at the coupler knuckles and talking to the engineer on the Shay. "Hey, quit dragging your feet and making the lead engine pull you!" "I'm pushing!" "No, you're not, give her some more!" (The exhaust increased a bit...) "Give her more" (same thing) "A little more!" (Even more chugging) Finally the couplers bunched, and the Shay was pushing a bit instead of being pulled. The engineer was suprised at how much throttle it took.

Blackie Moser used to comment on how much steam they took "She'd use 10 pounds of steam falling down a well!"