Once a creature is on the battlefield it can't be countered whether it has shroud or not. However if a creature spell with shroud is on the stack it can still be countered, shroud only applies to objects on the battlefield.
However, the activated and triggered abilities of a creature with shroud can still be countered: The likes of Stifle target abilities, not their sources.
I̟̥͍̠ͅn̩͉̣͍̬͚ͅ ̬̬͖t̯̹̞̺͖͓̯̤h̘͍̬e͙̯͈̖̼̮ ̭̬f̺̲̲̪i͙͉̟̩̰r̪̝͚͈̝̥͍̝̲s̼̻͇̘̳͔ͅt̲̺̳̗̜̪̙ ̳̺̥̻͚̗ͅm̜̜̟̰͈͓͎͇o̝̖̮̝͇m̯̻̞̼̫̗͓̤e̩̯̬̮̩n͎̱̪̲̹͖t͇̖s̰̮ͅ,̤̲͙̻̭̻̯̹̰ ̖t̫̙̺̯͖͚̯ͅh͙̯̦̳̗̰̟e͖̪͉̼̯ ̪͕g̞̣͔a̗̦t̬̬͓͙̫̖̭̻e̩̻̯ ̜̖̦̖̤̭͙̬t̞̹̥̪͎͉ͅo͕͚͍͇̲͇͓̺ ̭̬͙͈̣̻t͈͍͙͓̫̖͙̩h̪̬̖̙e̗͈ ̗̬̟̞̺̤͉̯ͅa̦̯͚̙̜̮f͉͙̲̣̞̼t̪̤̞̣͚e̲͉̳̥r͇̪̙͚͓l̥̞̞͎̹̯̹ͅi͓̬f̮̥̬̞͈ͅe͎ ̟̩̤̳̠̯̩̯o̮̘̲p̟͚̣̞͉͓e͍̩̣n͔̼͕͚̜e̬̱d̼̘͎̖̹͍̮̠,͖̺̭̱̮ ̣̲͖̬̪̭̥a̪͚n̟̲̝̤̤̞̗d̘̱̗͇̮͕̳͕͔ ͖̞͉͎t̹̙͎h̰̱͉̗e̪̞̱̝̹̩ͅ ̠̱̩̭̦p̯̙e͓o̳͚̰̯̺̱̰͔̘p̬͎̱̣̼̩͇l̗̟̖͚̠e̱͉͔̱̦̬̟̙ ̖͚̪͔̼̦w̺̖̤̱e͖̗̻̦͓̖̘̜r̭̥e͔̹̫̱͕̦̰͕ ̗͔̠p̠̗͍͍̱̳̠r̰͔͎̰o͉̥͓̰͚̥s̟͚̹̱͔̣t͉̙̳̖͖̪̮r̥̘̥͙̹a͉̟̫̟̳̠̟̭t͈̜̰͈͎e̞̣̭̲̬ ͚̗̯̟͙i͍͖̰̘̦͖͉ṇ̮̻̯̦̲̩͍ ̦̮͚̫̤t͉͖̫͕ͅͅh͙̮̻̘̣̮̼e͕̺ ͙l͕̠͎̰̥i̲͓͉̲g̫̳̟͈͇̖h̠̦̖t͓̯͎̗ ̳̪̘̟̙̩̦o̫̲f̙͔̰̙̠ ̹̪̗͇̯t͖̼̼͉͖̬h̹͇̩e͚̖̺̤͉̹͕̪ ͚͓̭̝̺G͎̗̯̩o̫̯̮̟̮̳̘d̜̲͙̠-̩̳̯̲̗̜P̹̘̥͉̝h͍͈̗̖̝ͅa͍̗̮̼̗r̜̖͇̙̺a̭̺͔̞̳͈o̪̣͓̯̬͙̯̰̗h̖̦͈̥̯͔.͇̣̙̝