I plan on replacing the rotors at the same time.
now, what are these shims? Are they the brass colored pieces that clip in each end of the caliper bracket?
No. First, there are usually some shiny springs that clip on the ends of each bracket. And sometimes one that clips in the middle and presses down on the pads when the caliper is installed. These again provide a smooth surface to prevent the "fingernail on a chalkboard" type sound.
The shims are simply thin pieces of metal that sometimes stick on to the back of the pads, held by adhesive and locating pins on the pad backing, or held on by clips that sort of grab the metal pad backing. Leaving them off can result in excessive squealing that can sometimes be eliminated by spraying "blue gunk" on the backs of the pads. But the shims are far less messy. It is just that "steel on steel" will squeal with any sort of vibration, which the pads most certainly produce when stopping as they grab the rotors.
All you need are pads for reliable stopping. The end clips and shims are squeal eliminators...