It was retconned that a lot of the shields he carried in his early Avengers and Tales of Suspense stories were built by Tony Stark -- shields with magnets and other devices. Apparently, several of these shields were destroyed or lost, but Cap always had his shield in the next issue, so...

As part of the retcon, it was established that Cap quit carrying those shields because he didn't like their balance, or just plain preferred his original shield.