You get what you pay for but in the main the Shogun/Pajero is bullet proof.
As in everything go for as low miles as you can afford - the only problem I'm aware of are pump and injector seals on imported diesels and the petrol models like a drop of oil at high miles (valve seals),bores and heads can go if they are neglected, like if you never change the oil or top up the coolant! Transmissions and running gear don't give any probs, in short reliability is not an issue
I had a 98 V6 Auto for a couple of years and it was faultless and towed like a dream.
They run well on LPG but having an underslung gas tank reduces the petrol capacity to 25 litres.
Shoguns are good but consider an Isuzu 3.1 or 3.3 Trooper/Bighorn because they are even better! And that's based on ownership of both.