The direct answer to your question is, "yes, there is a difference between Shimano brake cables and shift cables." There's a difference between brake and shift cables regardless of brand -- brake cables are typically thicker (1.2mm rings a bell to me) and have different cable ends than shift cables, which are usually thinner (1.0mm?).

Many people use the multi-packs you can get on Amazon and eBay, many people use only high-end stainless cables, and many people prefer to trust the quality of whatever the local bike shop carries (which is usuallly Jagwire). Most bike shops carry both standard and stainless varieties, so you usually have a few choices there.