This paper presents an expository development of James-Stein estimation with substantial emphasis on exact results for non-normal location models. The themes of the paper are a) that the improvement possible over the best invariant estimator via shrinkage estimation is not surprising but expected from a variety of perspectives; (b) that the amount of shrinkage allowable to preserve domination over the best invariant estimator, is, when properly interpreted, relatively free from the assumption of normality; and c) the potential savings in risk are substantial when accompanied by good quality prior information. (44pp.)