To make my shields I bought .75mm sheet styrene (plastic card). The nice thing about this stuff is that you can score once or twice with a blade, then snap off a piece. I selected the Italeri/Zvezda celts because the shields in this set are separate from the figures. I started out free-hand drawing the hide-shaped shield, but found that it was easier to trace the set's oval shield instead. I traced the line with an X-Acto blade and drilled a whole with the same blade. I filed the shield edges, and I sculpted the shield bosses with Kneadatite (green stuff).
My slinger on the left is holding a shield based on the Hjortspsring find (see celtic shields article bellow).
Stead, I.M., ‘Many more Iron Age shields from Britain’, The Antiquaries Journal, 71. 1991
Brozyna, A. 'Celtic and German Shields,' article on Redrampant.com