I don't know for sure that any heads came from the ford factory with shims, but if I had to guess, I'd say yes. Some of ford's heads came equipped with hardened spring seats...one could argue that these are a form of spring shim. If you leave them out, the installed height will likely be wrong. Due to the softness of the metal, aluminum heads should always use a hardened shim or spring seat to prevent the spring from eating into the head.
Shims can be used to set the proper Installed Height of the valve springs. They should not be used to compensate for a weak set of springs. A spring that doesn't meet minimum specified force at specified installed height should be replaced.
Installed height is designed into a given cylinder head configuration and, for an OEM build, is a fixed distance. In general, installed height increases as valves and valve seats are re-surfaced. Shims are used to return an overly long installed height back into spec. Offset valve stem locks and retainers are also available but require additional considerations.