I've come across a few references to Shepard's The Sincere Convert recently. There are at least 21 editions, so it should be easy to obtain a copy to scan. But it would also be good to have his other works, too - there was an 1853 three-volume edition of his Works (see Vol 1, Vol 2, and Vol 3).
If you're putting a collection together, you should probably add his autobiography, and John Adam's biography of him, and perhaps even A Genealogical History of William Shepard (William was Thomas's father). Thomas was one of the earliest settlers in Boston (he set sail in 1634).
Read more in Logos:
Dictionary of Christianity in America
The Lives of the Puritans