I've made the mistake before of putting clothes directly onto wire shelves... I got bump marks on my sweaters that I could never get rid of - ever. No thank you. I'm always surprised at the number of people who have wire shelves and use them without a liner.
You could use lots of things to cover the shelves - wood planks, cardboard...whatever! I'm getting some plastic liners from The Container Store (LOVE that place!) that are made for the task. They are translucent, so they let the light shine between shelves. They are just the right length and aren't too thick (after all, I need as much space for clothes as I can get).
My shelves (ok, this just a picture from the Container Store website):
My shelf liners:
Works for me!