She finds it "morally bankrupt" that the country doesn't have an honest discussion about this and that she personally feels "sick" that on her income she can't opt out of subsidised health care.
She also has fascinating observations about working with Winston Peters, who may again be a key coalition player after the coming election.
Shipley, who sacked him as Treasurer in 1998 as the first MMP government fell apart over the sale of Wellington Airport, offers bouquets and brickbats.
"Winston could have been Prime Minister but for want of himself. His complexity often got ahead of his capability. Watching him on a good day he was brilliant," she says.
"He was an 85 per cent outstanding leader. And the 15 per cent absolutely crippled him because he would get so myopically preoccupied with a diversion that it took away his capability and intent on the main goal."
Shipley also says that Peters, Deputy Prime Minister from 1996 to 1998, was excellent at absorbing information but sometimes simply hadn't done the reading.
"I would make a personal judgment as he came into my office as to whether the envelope with the papers in it was either open or closed and it often would tell me the extent to which he had read what we were then going to discuss. I learned to both respect and manage it and on those days the meetings were short."
Shipley was Prime Minister for two years and before that was Minister of Health and of Welfare, two of the biggest spending and most important portfolios.
So where are the books and the documentaries and the academic study?
Moore and Palmer have generated a pile of books taller than your average populist politician. Shipley was Prime Minister longer than both of them put together. But there is almost nothing. Why?
She was New Zealand's first woman Prime Minister. She was the first woman in the world to chair an Apec leaders conference. She was the first New Zealand Prime Minister to go to a Hero Parade - and her reasons for brushing off the objections from her conservative colleagues and doing that are compelling on their own.
And yes, I know the rejoinder: she wasn't elected Prime Minister. No, she wasn't, but neither were Palmer or Moore. And neither was the current Prime Minister Bill English.
There is one hint of a regret towards the end of the interview - and it's a critical one - but largely Shipley is unrepentant and puts the case for her legacy forcefully.
Her argument for many of the toughest cuts National made in the 90s boils down to this: "We can't squander a future generation's chance, just because we are lazy or it is hard".
Perhaps more than any other leader we spoke to she lets us in on the influences, conflicts and complexities of being Prime Minister.
There are two striking aspects to this.
The influence and impact on her family is one, and includes a harrowing story of how death threats against her affected her young son. The other is being a woman at the top of politics. Would history have treated Jenny Shipley and Ruth Richardson differently if they were men?
I know a lot of viewers and listeners saw Jim Bolger in a new light as he reflected on his legacy for The 9th Floor. I wonder whether people will be as generous with Jenny Shipley.