Following his days as a stand-up poet and fringe actor, Shepherd started out performing bizarre experimental monologues at the early Cluub Zarathustra, touring with spoof techno band and Edinburgh sell-out The Pod with fellow comedian/musicians Tim Hope and Julian Barratt.

He hosted the underground cabaret Gritty Fingers and smashed up Cornish pasties in the guise of ranting Northern madman William Whicker.

[2] He achieved cult success, hosting a "Club Le Strange" comedy evening at The Albany in London.

Shepherd enjoys portraying exaggerated or absurd characters, and appeared in two series of BBC2's science fiction comedy, Hyperdrive, as Captain Helix.

In 2007, Shepherd appeared in a short film by Tim Plester entitled World of Wrestling, in which he played 'Exotic' Adrian Street, a wrestler with the flamboyance of a drag queen.