The shared SSL certificate provided by your hosting provider usually does not show your domain name in the URL. For example, if you have websitename.com, the shared SSL may be like https://websitename.HostingCompany.com, whereas a Private SSL would be https://www.websitename.com.
It's a preference and depends what you are using it for, but a private one is usually just better to see. I use mine from Domains at Retail ( http://www.domainsatretail.com/securessl.html ). It's about $30 / year for your own private SSL Certificate.
See which one suits your needs better and if your needs justify spending the extra $$ for it.
Why should I get an SSL Certificate when my hosting provider has a shared one? Where can I obtain a private SSL certificate for my website?