Shadow Raid in particular was my favorite stealth mission in that game. Since it's strictly stealth only, I think they were able to design it well. Plus, getting found leads to the side-option of just bailing with whatever you have already secured, which makes the cost of failure more bearable.
This is why I stick to the shootout missions, tho even those are hassles, what with the constant waiting for the damn drills to finish after all the jamming.