If you don't use Shake 'n' Bake, it won't taste like Shake 'n' Bake. :D
By that I mean: if you season your chicken with salt and pepper and dip it in beaten egg (adding a little oil is optional) and then roll it in some fresh or dried crumbs, it will be fine. I grew up on oven-baked cornflake-crumbed chicken, and still love it. When I do something similar now, I use bread crumbs I make from stale bread, or panko (Japanese bread crumbs) for a REAL crunch. Some people like to drizzle a little oil or melted butter over the crumbs before putting it into the oven.
BTW: I'm going to change the name of this thread, to make it more descriptive. Just because you have a question about something, doesn't mean you're ignorant. :)