Saints have impressed fans and pundits alike with their swashbuckling style and focus on home-grown talent, epitomised by Saturday's 4-0 mauling of Newcastle.
Seven English players started for Mauricio Pochettino's side, for whom Jay Rodriguez netted either side of efforts from Rickie Lambert and Adam Lallana.
Those goals will only boost the trio's World Cup ambitions and fellow England international Shaw believes this is a special time at St Mary's.
"They are superb every week," the left-back said of the goalscorers
"To have all four of the goals to be from Englishmen is superb.
"It is great to play for a team like this and especially with the way the gaffer likes his full-backs to play high and wide.
"I think that is one of my qualities as an attacking full-back and I think Calum Chambers today was superb.
"He said to keep playing how we've been playing
We're only going to get better.
"We've got a lot of young players in the team that will get older, get more experienced and improve as players."
Few could have foreseen the manner in which Saints dominated against the team that started the day above them in eighth, with only Newcastle goalkeeper Rob Elliot's inspired display and some wayward finishing preventing an even grander scoreline.
"It is a massive boost," Shaw said
"We want to keep on playing how we're playing and finish as high as possible.
"By winning games like this, which was a big game for us and the fans watching, is a massive boost.
"I wouldn't say they were poor, but I think we had a game plan
We knew how Newcastle played.
"They like to be physical and get the ball in the air, b ut I think our two centre-backs they played well today and they kept Papiss Cisse quiet
"It is great for me and the other three at the back to get a clean sheet.
"We spoke before the game about getting a clean sheet because we've leaked a few goals recently
To get a clean sheet at home as well was very good for us."
As impressive as Southampton were, Newcastle's performance at St Mary's was insipid and the 2,187 travelling fans made their feelings known at the final whistle.
The performance of goalkeeper Elliot, making his first league appearance of the season in placed of the injured Tim Krul, was arguably the only positive, but the manner of defeat overshadowed that.
"It was very disappointing to lose in that manner," Elliot said.
"I think you have to give Southampton credit because they turned up and played very well.
"We did not get after them and the goal at half-time was unhelpful.
"Of course you want to play well and to make saves as a keeper, but at the end of the day, the result is most disappointing."
Source : PA
Source: PA