Penalty shots are a weird part of hockey. Some people call it the most exciting play in hockey (those people are wrong, a breakaway is way more exciting). However, if you ask most Lightning fans, they would rather see the team get a power play than a penalty shot.
By theory, penalty shots should lend a tremendous advantage to the team taking the shot. After all, they are only awarded to “restore a scoring opportunity which was lost as a result of a foul being committed by the offending team, based on the parameters set out in these rules.