As many as they do not feel confident in. From my experience, though, the problem isn't usually shaking off too many pitches. It's not shaking off any at all.
I agree completely with what Ken says. Too many pitchers think it's wrong to shake off any sign, especially if it comes from the coach. I try to get my pitchers to think about what they're seeing from their perspective and anticipate the pitch or pitches they would throw in a given situation. If what gets called isn't that, then they should at least think about it for a moment and consider shaking off for the pitch they're looking to throw. I think we do pitchers a disservice if we call too many/all pitches from the bench and discourage them from shaking off. I want pitchers to learn to think through their arsenal and the game they're in and make some decisions on their own.
If we're talking about catcher's calls, it's kind of different. If the catcher is calling her own game, it can be a tricky proposition. There's a whole shared trust/respect thing there that can get really messed up when a pitcher shakes her catcher off. I want those two talking to one another constantly between innings to avoid confusion and make sure they're seeing the game the same way. Again, with the pitcher and the catcher, I'm trying to encourage independent and creative thinking about how to approach batters and situations. If they screw it up, chalk one up to experience, then talk about it later.