You have the option of turning shipping prices off on any price sheet. Simply do not add a shipping option (on self-fulfilled price sheets), and on lab price sheets, uncheck the “Charge my client the same shipping that the lab charges me” option, as well.
You can also enable the “studio pickup” option on your gallery settings page if you would like to give clients the option to pick up their photos and not incur any shipping fees. If clients choose studio pickup, they will not be charged shipping.