Some do, and some do not... It depends on the EU you're looking into too.
The Alliance, like it's starfighter units, utilize shielding a bit more than the Empire tries to. The Alliance tends to use it on the more vulnerable vehicles like light hover tanks for instance, which are good anti-personnel, anti-light armor, and anti-air units. A nice multi-role piece of armor, but easy prey for AT-ST's or other armor that can pack a punch.
Other more heavily armored vehicles dont' necessarilly get that plus to them though.
I'd think some of the deciding factors would be, too, that armor for protection is cheaper and easier to utilize on land-based vehicles without impacting the vehicle's mobility, whereas on Starfighters armor directly impacts the craft's speed, maneuverability, etc. At least I'd think that would be a more pressing factor for the speeders and fighters than for the ground armor.
There are land-based shielded vehicles though, at least in EU... Lots of them actually, and even craft like AT-ST and such are able to be outfitted with shields, if needed.
Another interesting thing about land vehicles are the differences between tracked, walker, and reulsorcraft, and how each one has different tactical advantages. Repulsorcraft can't penetrade heavy defensive shields around bases, but can traverse rivers, streams, lava flows, and such. Walkers have advantages in a variety of terrain that tracked vehicles cannot traverse. Tracked vehicles have greater stability and thus a greater ability to add a wider variety of weaponry, etc.
I think land-based combat in Star Wars is full of unique tactical situations and questions.
BTW on the issue of the AT-OT, I really don't think the design is that bad... To me, I look at it as nothing more than a transport though. It's not an assault vehicle per se, as much as it's like a 2.5 ton troop truck from WW2. It's there to move men and equipment to the front, maybe even acting as the land equivalent of a Higgins boat for major assaults where mass infantry is needed moved quickly alongside the heavy guns like AT-TE's and such.
Not a bad design for what it's intended for, it's just not a craft your'e going to rely on to take heavily defended positions with of course.