Shell are definitely preferable, as they are more natural for the fish. You can get the XL escargot shells for cheap. Right now you can get 3 dozen for under $15 on Amazon. But you can make some fake "shells" out of PVC pipe. Here are the instructions I found on another site:
"All parts are 1/2 inch PVC.
For each "shell," you'll need two 1-inch lengths of pipe, a 90-degree elbow and an end cap. Insert a length of PVC pipe into both ends of the elbow, and add the cap on one end. You now have a PVC "shell." Repeat until you have enough for all of your fish. Since the males are larger than the females, make several that don't have the length of pipe at the open end. This gives the biggest males a place to call home, too."
Sounds simple enough, so if you just don't want to get shells, this should be an easy fix. And I know of several people who have had success breeding their shellies in the faux shells. Good luck to you!