My undy is "shy" in the sense that when you walk up to the tank, he ducks into a cave.
You have to wait 10-15 seconds before he'll come back out and resume what he was doing with you close to the tank...
Other then that... he's not a lap swimmer, but is always out and about moving shells, rocks, sand, and playing fetch with Hermits..
(he has one hermit in a conch shell that he hasn't figured out how to kill yet, that he puts in a corner of the tank... as soon as it gets 4-5 inches away from the corner, back to the corner it goes)
Of course some of his adventures take place all over the tank, including behind the rock-work, but it's not from shyness or hiding, there's just cool rocks/sand/shells to move around back there too.
Their colors get so vibrant as they age...