I am quite new to this myself, and use bromine.
I use bromine tablets in a floater, and test daily to ensure that there is 3-6 ppm of bromine in the water. I use non chlorine shock about once per week (2 table spoons).
My understanding is that the bromine sanitizer residual kills any bacteria in the water and the weekly shocking oxydises any organic waste.
I have not heard of shocking before use to bring up the bromine level, but as I said, I am new to this myself.
As for the smell, this is a problem for me. There is a smell to the water and I don't find it a pleasant one. Sometimes it bothers me more than other times. On cold days when there is a lot of steam I feel that I am breathing it in.
I am still on my first tub of water, about 3 months old now. I am going to change to dichlor at my next water change, primarily because of the small of bromine. I thought that I could give it a go as it its easy to swop back. Apparantly bromine can be added to chlorinated water, to change over but not the other way round.
I have read that when using dichlor, most of the chlorine has gone by the time you use the tub, but when using bromine you are always sitting in it.