wilderness - 8:53 pm on Aug 11, 2012 (gmt 0)

The host had two files in the public folder when I moved to that host that were called 404.shtml and 403.shtml.

Or do you recommend having those custom pages?

gg,
Most shared hosting servers add these files by default.
Many shared hosts even server their own 403s and 404s in higher-than-root cpaacity, unless you disable theirs and define your own via CP.

Hosts 403s/404s basically amount to advertising for the host. The same host that your paying for you hosting.
I had a host for many years (8 or 9) that did not utilize this practice, and I had no ErrorDocuments in place, thus a standard 403/404 was served by either the users browser or some standard Apache doc.

This host-practice required me to create and initiate my own ErrorDocuments.