LightDM is missing Gnome Shell icon
In 14.04 the gnome-session package was split so that there is also an ubuntu-session package. In a standard Ubuntu 14.04 install, the gnome-session part won't be installed by default, so if you only installed gnome-shell you won't get the /usr/share/xsessions/gnome.desktop xsession file which is what LightDM reads to add the session. So the fix is:
sudo apt-get install gnome-session
In previous versions both the Unity and gnome-shell xsession files were in the same package and installed by default so you only needed to install gnome-shell.