Knowing what country it was made in is important, but there is really no way to guarantee it's better (or even usable) based on that alone. I buy thousands of pounds per year, and much of the shea I see (and don't buy) is disgusting. Full of sticks, leaves, ash, bugs, you name it. Even from village to village there are differences in how shea is made, how it turns out, how it smells, feels, tastes.
If you're using refined shea, it won't likely matter where it was made. This is stripped, bleached, deodorized and the therapeutic benefits greatly reduced. I prefer and use unrefined shea. For this, the most important part, in my opinion, is to find out when the shea was made and how dirty it is. Who cares where it's from if it was made in 2009 and is full of nasty filth? For the last seven years I've been buying direct for some villages that make it to our specs so it's fresh, clean shea and USDA certified organic.
There are also two species (paradoxa and nilotica) that you'll sometimes see mentioned. The most commonly used and available is the paradoxa. I've used both, and did not really notice any major difference in effects on skin. Even if there were a big difference I don't buy from countries with history of human rights abuses or genocide (Uganda, Sudan) which is were nilotica is produced.
