A shock collar may make your dog's stress or anxiety worse when you leave. Now not only do you leave and it causes him stress, he will then get shocked when he tries to relieve that stress. He may not bark but, you are masking the problem and he will probably do something else distructive instead. Your dog barks when you leave because he's panicked and the barking helps him relieve his stress.
Seperation anxiety is a very common problem for few reasons; 1) dogs are pack animals it is unnatural for them to be alone 2) owners don't get them gradually accustom to being alone and they act like it's a big deal( Bye, I'll miss you or I'm sorry, I missed you so much etc...) 3) The dog has energy and nothing to do while your gone.
Your best bet is to start gradually leaving him alone for very short periods of time and gradually increase that time. Don't make a fuss when you leave or when you come back. Even when you leave a room act as though it is no big deal, by not giving him attention if he gets excited when you come back.
If he starts barking or crying when you leave you know he has a problem. However, do not give him any attention if he does this, if you do you are telling him he should behave that way (he gets what he wants, attention from you). Try using a crate and make the crate a nice place to be, by giving him treats for small amounts of time in the crate.
Work on getting him tired before you leave (long walk, run, game of fetch). A tired dog will sleep instead of getting into trouble.
Give him something to do when you leave. Try a Kong stuffed with peanut butter or a Buster Cube, with kibble in it (make sure you adjust his food intake accordingly).
Getting another dog can sometimes help, however, I would avoid doing that unless you can get some control on this behavior. Also, it's not a good idea if you can't provide enough exercise etc.. for your dog you already have.
Work on making it a gradual and pleasant experience when your gone. And try not to feel guilty about leaving him alone, that will only make him feel like it is a tragic event when you leave. Who knows this may not even be an issue, and if you expose him slowly it shouldn't be. If there is a problem and my suggestions do not help, get a dog trainer (positive methods only) or an animal behaviorist before a habit develops and it gets harder to fix.
Good reading:
The Other End of the Leash by, Patricia McConnell
The Power of Positive Dog Training by, Pat Miller
The Loved Dog by, Tamar Geller