Does a long marinade time matter for chicken, shrimp, etc?
No marinade penetrates very deeply in unless:


The marinade is quite salty, as the salt can diffuse past cell membranes into the meat
The marinade contains an active enzyme or acidic component which will denature the meat over time, allowing deeper penetration


Marination is by its very nature a surface treatment, although one that can add considerable flavor.

Kenji Alt at Serious Eats says (in regards to flank steak):


  In reality, a marinade is mostly a surface treatment, and not much
  benefit lies in marinating for more than half a day or so. If you'd
  like the flavor of the marinade to completely coat your meat, your
  best bet is to reserve some marinade and simply toss your meat with it
  after it has been cooked and sliced.


I am more partial to the dry rub or wet rub myself.

See also:


Washington Post article
New York Times Article
UGA Thesis on Vacuum Marination Penetration
Amazing Ribs with experiment showing limited penetration into beef