Personally, I think that BtVS didn't have many shocking moments. The only times I was really shocked was when Buffy found her dead mom on the couch, and when Warren shot Buffy and Tara.
On the other hand, Angel had a LOT more of those moments. Season four, for example, was packed with them and that's one of the reasons I loved it. When Lilah cut her boss' head in 'Deep Down', I was like WHAT THE F?! Same for when Fred tased Connor at the end of that episode... That was a small moment, but it was still really surprising.
Then you got the whole thing with The Beast. Following that, there was the episode 'Awakening' where you find out at the end that all of it was a dream, and Angelus is laughing at us, the spectators, for believing it. That was awesome!
You can't forget the end of 'Calvary', where Cordelia kills Lilah and it's revealed to us that she was the big bad all along. 😉
Faith drugging Angelus by letting him bite her, Spike coming back to life, Cordelia dying, Fred suddenly coughing blood in Wesley's face (that scene had me gasp the first time), Lorne killing Lindsey, ect.
As you can see, Angel had plenty of shocking scenes. 😀