It is in the best interest of a cat to not shave it. The only time a cat should be shaved is when it has matted fur.
A cat's fur helps regulate their body temperature. While fur may seem hot to humans, to animals it actually helps keep them cool when needed. The fur coat protects them from the sun and other elements. The coat also help protect them from getting skin cancer. Regular brushing will help calm shedding if that is the reason for wanting to shave the feline's fur off. If the cat's fur becomes matted or tangled, trimming off the problem areas can help.