The 45-year-old Italian has drafted nine new faces to date into his squad and saw his new-look team make the final of the Barclays Asia Trophy in Hong Kong last week, where they lost narrowly to Manchester City.
They will head for Denmark to complete their preparations for the new Barclays Premier League campaign next week, and Republic of Ireland defender O'Shea is excited about what lies ahead.
He told the club's official website, www.safc.com: "The quality of players that the manager has brought in is pleasing.
"[Former Juventus midfielder Emanuele] Giaccherini has not been here long, but already you can see from his first touch he's got that bit of class - it's very pleasing on the eye.
"His link-up play with the strikers looks good and if we can get him fully fit and get Jozy Altidore banging in goals, alongside Sess [Stephane Sessegnon], who's looking fantastic, it's going to be exciting.
"We have got a lot more attacking options than we have had before - the new players, [Steven] Fletcher when he comes back, [Connor] Wickham and Ji [Dong-won], who's come back from Germany looking a lot sharper.
"There's going to be a lot of competition for places, which can only be a good thing and should see us push our way up the table."
Di Canio and his staff have worked the players hard during pre-season, which included a 10-day training camp in Italy before their trip to the Far East, and while that may have come as a culture shock to some of the newcomers, O'Shea is confident they will reap the rewards once the season gets underway.
He said: "The new players are getting on fantastically well. They all seem to be good lads and they have taken to the atmosphere amongst us.
"Some of the training sessions have been a bit of an eye-opener for them in terms of the intensity that's demanded so early on, but I think they realise they are going to benefit from it."