What wind change gradient is necessary to be classified as wind shear?
On one hand this has to do with how wind shear is actually reported which makes it tough to put an official value on it some times. Wind shear is often reported by pilots when they experience it on landing, takeoff or in the air. This may come in as a PIREP and be disseminated out to other pilots. When you are actually in the left seat you will see the manifestation of wind shear as a sudden loss of airspeed or severe weathervaning of the aircraft. There are many conditions that may cause a pilot to report wind shear. Since different planes at different times may experience different conditions its somewhat subjective. 

The Wikipedia definition puts it at:   


  Airplane pilots generally regard significant wind shear to be a horizontal change in airspeed of 30 knots (15 m/s) for light aircraft, and near 45 knots (22 m/s) for airliners at flight altitude. Vertical speed changes greater than 4.9 knots (2.5 m/s) also qualify as significant wind shear for aircraft.


The FAA has a nice briefing on it here and their definition (as official as its going to get) is:

Frontal Wind Shear


  As with so many things associated with weather, there is no absolute
  rule, but a couple of clues tell you that wind shear may occur: 
  
  
  The temperature difference across the front at the surface is 10 °F
  (5 °C) or more.
  The front is moving at a speed of at least 30 knots.
  


Thunderstorm Wind Shear


  These winds can change direction by as much as 180 degrees and reach
  velocities of 100 knots as far as 10 miles ahead of the storm. The
  gust wind speed may increase by as much as 50 percent between the
  surface and 1,500 feet, with most of the increase occurring in the
  first 150 feet.


Temperature Inversion Wind Shear


  One particularly bothersome aspect of temperature inversion shears is
  that as the inversion dissipates, the shear plane and gusty winds move
  closer to the ground. In some areas of the Southwest, a 90-degree
  change in direction and 20- to 30-knot increases in surface winds in a
  few minutes are not uncommon


Wind Shear From Surface Obstructions


  Some airfields are close to mountain ranges, and mountain passes are
  close to the final approach paths. Strong surface winds blowing
  through these passes can cause serious localized wind shear during the
  approach. The real problem with such shear is that it is almost
  totally unpredictable in terms of magnitude or severity


From personal experience low level wind shear can really do a number on small planes. Bigger planes with more mass will still be affected but less so from what I hear. I have seen speed drops of 15kts momentarily and heading shifts upwards of 30 degrees on final approach in a Piper Warrior in even light shear conditions. 

Here is an overly dramatic (and personal favorite) rendering of a micro burst causing wind shear 

(source)

Some airports (110 in the US so far) have been lucky enough to have Low Level Wind Shear Detection Systems installed which are pretty neat units, they will detect that as:


  LLWAS wind shear alerts are defined as wind speed gain or loss of between 20 and 30 knots aligned with the active runway direction. "Low level" refers to altitudes of 2,000 ft (610 m) or less above ground level (AGL)


Here is a pretty neat overview from NASA of the various methods to detect it in the air.