I would go with heavier weight and fewer reps on the left side (as opposed to more reps). Of course, this allows the assumption that the thing to do is to work the two sides differently.
I don't tend to feel muscle soreness in the shoulders much either. Cathe tells us not to worry about this; we are still getting results.
However, there is one exercise that does make me very sore the next day in the front delts--pushups off the short edge of my step with my hands in a hammer curl position. This is done in Reebok's Extreme Step. They are brutal. (not just the 3 or so done at a time in the video, but rather the 4 sets I take to failure). Unfortunately, these can make my hands a little sore.
Jeanne