Find files filtered by multiple extensions

You can combine different search expressions with the logical operators -or or -and, so your case can be written as

find . -type f \( -name "*.shtml" -or -name "*.css" \)

This also show that you do not need to escape special shell characters when you use quotes.

Edit

Since -or has lower precedence than the implied -and between -type and the first -name put name part into parentheses as suggested by Chris.

Here is one way to do your first version:

find -type f -regex ".*/.*\.\(shtml\|css\)"

You need to parenthesize to only include files:

find . -type f \( -name "*.shtml" -o -name "*.css" \) -print

Bonus: this is POSIX-compliant syntax.