Great question. I agree with you. The more details you ask for, the more it hurts conversion, but that’s more to do with getting people to register, than just asking for shipping details.
You obviously need address details in order to ship, so you need to make it as simple as possible (and once people have entered their info, offer to save it for next time). Jared Spool did a study that showed that by not using the word ‘register’ and just asking people to enter their shipping details, people were more often converted to customers and less likely to abandon.
It’s important to offer guest checkout, and ask for shipping details before billing details – that way people feel committed.
These days it’s also important to consider the mobile shopping experience. Here is an interesting article about abandonment rates, with examples.
I’m not sure that I’ve actually answered your question…