A clean shag rug makes a bigger difference than you'd think. Here's the most effective method, plus the mistakes most people make.
Take small shag rugs outside and shake to remove loose dirt and debris.
Vacuum with suction only -- no beater bar. The beater bar tangles and damages shag fibers.
Use a stiff brush or wide-tooth comb to lift the shag fibers and dislodge embedded dirt.
Mix a few drops of carpet shampoo or dish soap in cold water. Dab stains with a damp cloth, working from outside in.
Use towels to blot up moisture. Air dry completely before walking on it. Brush the fibers once dry.