All the shape and boolean operations are still there.
The shape options are now under a single dropdown menu.
And, boolean operations are now under a single icon. They still function the same though.
So the only big difference is that you'll have to select the ellipse tool from the tools panel, rather than the options bar. It's also worth noting that some of the options have moved, like snap to pixels (this is now a global preferences setting).
When using the vector tools to draw a shape, you can hold shift (then click and start drawing) to add the shape to the current layer. The same works with option to subtract and shift-option to intersect.
Command-shift-H hides the Target Path, making it far easier to edit effects like inner shadow, that are near the edge of a vector shape. Hiding the Target Path works almost all of the time, even when the Color Picker or Gradient Fill window is open (but surprisingly, not when the Gradient Editor window is open).
Making a vector layer visible or clicking on the canvas with the Path Selection or Direct Selection tool will bring back the path outline, as will hitting Command-shift-H a second time. Being able to hide the path outline was possible in Photoshop CS5, but it’s so handy it deserves to be mentioned again here.
More tips on CS6 and vector shapes: Vector shapes in Photoshop CS6