Shane Frith is currently (2012) the Director of the Brussels-based think tank New Direction. Its slogan is: "Promoting free enterprise, small government, individual freedom and a new direction for Europe."
- New Direction — The Foundation for European Reform is a free market, euro-realist think-tank established in 2010 in Brussels and the UK affiliated to the Alliance of European Conservatives and Reformists.
At the Mission page of the organisation's website, Frith poses with a very frail-looking Margaret Thatcher; the posting is dated March 2012
Frith was one of the founders of the libertarian think-tank Progressive Vision, with Mark Littlewood, who has since moved on to become Director General of the Institute of Economic Affairs. However, according to Companies House, in June 2012 Progressive Vision was still registered at Littlewood's home address while both were still listed as its directors.
Frith is also the founder and a director of the Doctors’ Alliance and serves on the advisory board of Nurses for Reform. He was the Managing Director of the Stockholm Network until 2007, calling itself "the leading pan-European think tank and market oriented network." He then moved on to "take forward the Doctors' Alliance as an independent initiative". He talks about his views on alternatives to government-run healthcare in this presentation at the University of Oxford in 2009,] with Helen Evans of Nurses for Reform.
He has worked for a number of London based think tanks, including Reform, Open Europe and the Centre for Policy Studies. Frith has also been a parliamentary candidate for the New Zealand National Party – the Conservative Party – and held a number of positions within the party in the 1990s.
Frith spoke at the second Freedom Zone event hosted by Forest and The Free Society on the fringe of the Conservative Party Conference in 2009. The event, co-hosted by The Free Society and The Freedom Association, was entitled "Politics and Prohibition: will a Conservative government challenge the bully state?" Other speakers included:
- Roger Helmer MEP, chairman of The Freedom Association
- Brian Monteith, former Forest spokesman (and MSP) and author of The Bully State: The End of Tolerance
According to Simon Clark from Forest who chaired the event: "It was a little unbalanced because the speakers (and the chairman!) were united in their view that something has to be done to roll back the bully state in areas such as smoking, drinking and driving, but it was a useful exercise nonetheless." 
- New Direction,Mission organisation's website, 2 March 2012, accessed June 2012
- IEA blog, Mark Littlewood appointed Director General of the IEA, 26 October 2009, accessed June 2012
- Companies House, Company appointments for Progressive Vision Limited, Reg. nr. 06401466, accessed June 2012
- Nurses for Reform Website, accessed June 2011
- Stockholm Network About Us, organisation website, accessed June 2012
- Stockholm Network Press Release, 22 August 2007, accessed June 2011
- St Gallen Symposium, Biography, event website, accessed June 2011
- Taking Liberties, "Will the Tories challenge the bully state?" 5 October 2009, accessed June 2011