I always put the shiny side up... I guess I feel like I paid for something to shine it, and I want my money's worth. Haha!

According to this link though, what makes one side shiny is contact with the steel rollers... so basically, nothing shines it and both sides work equally well:
http://americastestkitchen.tumblr.com/post/5546338699/foil-shiny-side-up-or-down

Imma keep using it shiny side up though!

When you use aluminum foil, do you put the shiny side up or down?