Unrooting Nvidia Shield Tablet I have rooted my Nvidia Shield Tablet successfully, using this guide.
It installs CWM recovery, and I have also installed Link2SD.

I am not planning on unrooting it now but if I wanted to then how would I do this, removing root and cwm recovery, without losing any data?

Also would I have to get rid of Link2SD as well, and how would I move all my apps back if so?
You can download the factory image from here. Open the file and extract the recovery.img file. Then connect the device to the computer with USB debugging turned on. Then open terminal/command prompt and navigate to where adb/fastboot is stored, then run

fastboot flash recovery recovery.img

As far as unrooting, the easiest option would to be, download SuperSu from the play store, which can be found here. Then in the settings for SuperSu, you will see Full Unroot. That will remove root for you.
As far link2sd card. From the FAQ. It says the apps will still work. http://www.link2sd.info/faq

Q.What happens to my linked apps if I uninstall the Link2SD app? 
Will my linked apps will be automatically uninstalled or moved back to phone memory? And then if I install it back will they stay there?
Nothing happens. All linked apps remain intact and can be run even if you uninstall the Link2SD. 
And if you install Link2SD back, you can see that they are there as linked.