I do lot of work in vectors. How can I copy an Illustrator-created shape with stroke into Photoshop as shape layer with the same stroke and everything I used in illustrator? Is there any solution to this?
You cannot copy Illustrator settings like stroke into Photoshop unless you place it as a smart object preserving everything. You can still apply layer styles to the smart object and edit the content in Illustrator. Which should cover most of your use-cases. You just wont have a shape layer. So your choices are shape or smart object.