Im going to be the odd man out here, and say that whenever possible, I prefer one solid saddle. I know shims are used by the millions every day, and are perfectly fine, but its just a preference of mine. Add a UST system, now theres two additional interlopers between the vibrating strings and your soundboard. (I dont like wheel spacers on my jeep, either!)
And yes, Ive had guitars with USTs and shims, and they sounded fine. But you asked…