Interior ray shields are used to trap Kenobi and Skywalker inside Grievous's ship, producing a visible white swirling effect. Apparently ray shields block solid matter, or have unpleasant methods of discouraging beings from passing through.
Blue shields are seen covering the docking bays of the same ship; the generator for these shields is located exterior and may be readily shot by a beam weapon. These shields prevented air from escaping from the bay.
Blue shimmering shields are seen on Mustafar preventing the complex there from collapsing into lava, and also shielding mobile droids hovering over the lava.
Coruscant has no planetary shield in use while a battle rages overhead - none effective against falling debris, in any case.
Either fighters can fly through the shields of a capital ship, shoot through them, or such shields can have substantial operational gaps. When Anakin and Obi-Wan approach Grievous's vessel, its shields are up; they shoot a generator, the screen over a hangar goes down, and they fly in. The vessel apparently still has shielding; it is only later when Grievous's ship loses shields and starts getting truly pounded.
Also interesting with regard to Grievous's ship is that it breaks up during the flight, with various pieces falling off. It is evident that the ship, in its damaged state, has very limited structural integrity and thermal resistivity; the descent appears to have caused more damage than the actual landing or the various Republic attack cruisers and fighters engaging it.