1. When using a drop-shot, do I need a worm that floats? Can I use the same worm that I use for shaky head?

2. I got one of those fancy Spro BBZ swimbaits and didn't know if I should use a snap or tie direct.

You can use just about any worm you like on a dropshot rig. A floating worm will sink more slowly (or not sink depending on the worm and weight of your hook) but otherwise wouldn't have much advantage.  As for shaky head worms, I use those types of worms on my dropshots all the time and like the action they have used that way. 

As for the BBZ, I have a couple as well and I always tie directly to the bait. They don't need a snap and with the cost of those baits I feel better with less points of failure.

Good luck and go whack 'em!

1.  You can use any worm that you want to on a drop-shot.  Personally though I use worms that float, I think they appeal to the bass more.  But by all means try the same worms that you use for your shaky head, you might be pleasantly surprised.

2.  This goes back to the first question, you can use either one and still catch fish, but I have always directly tied to the bait.

Use any worm, but just give it a trial first at home or off the dock, if it looks like it sticks out naturally, then you got yourself a legit drop shop worm.

I use gambler giggy sticks, 5", and the tail is hollow so it floats and it looks pretty good.

When I had my BBZ-1 Shad I usually just used a snap. I even use a snap with my more expensive swimbaits, just a bigger snap that can handle more weight. If I had more swimbait rigs to where I could have a lot of swimbaits tied on at once then I wouldn't use snaps, but I don't so i do use them!   ;D