Jogger mode on iOS 9.0.2 - Disable track shuffling when shaking the iPhone
The mentioned "Shake to Shuffle" feature is gone since iOS 8.4, so enabling or disabling it doesn't make sense anymore - so the option for this is also gone from the Music options screen. (Thank you Tetsujin for the tipp.)

On iOS 8.1 one can find it in options under the Music category. It is right the first option in the Music options category. You can enable or disable it here. (In English it is called "Shake to Shuffle", but I am using the iPhone in German, so is called "Schüttelfunktion" here (= "Shaking function").)