You mean sort of a state change like with normal buttons? Not out of the box, but planning to create a blog post about some uses for shape buttons. You'll have to use advanced actions, I'm afraid.
They do have a little out of the box behavior. They will shrink a little bit when clicked on. That's not glowing or anything but at least it does show something.
Yes, that's what I figured too. If you insert your own image for the Smart Shape button, it seems to be a little more dramatic on the movement. However, I am still interested in what Lily has to say about the advanced interactions.