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I have searched pretty extensively for an answer on this as well due to having a character in my game that took the roof running rogue archetype and really wanted to utilize this unique geography of the city. I had always hoped to find a heat map of some kind showing where the Shingles are most heavily concentrated and where the Shingles just doesn't exist, but to no avail.
Anyway to answer your question this is the explanation I've used for the players in my game. This is just my take on the material available about the shingles.
Old Korvosa - Heavily concentrated throughout this district, especially in the Bridgefront, Old Docks, and Fort Korvosa wards. Only on Garrison Hill are the Shingles more sparse.
North Point - The Shingles are present here, but not nearly to the extent it is in Old Korvosa or the Midland district. Specifically I've told the players that around major landmarks they would not be able to roof run and would not be able to cross main streets.
Midlands - This district is has the second highest concentration of the Shingles second only to Old Korvosa. They are atop each of the wards High Bridge, Pillar Hill, Slope and West Dock to some extent. I don't believe there are any atop or connecting to the Goldmarket or Eodred's Walk.
Heights - The Shingles exist mostly along the Cliffside ward of this district and only very sparsely along the border of the Midland and North Point districts.
East Shore - There is no indication that I've found that the Shingles are present in this district.
South Shore - There is no indication that I've found that the Shingles are present in this district.
The Gray - The Shingles are not present here at all due to there being no continuous structures, only graves.
One question I've always had is in what district/ward is Twitcher's (the bar actually situated in the Shingles). Never could figure that out.
With some great help from my sister we've been able to create some pretty nice maps that divide the various wards of each district that I have hung on the walls of the room I run my campaign in. Along with a laser pointer they have been a great help to visualize how my players have generally moved around the city during our games. I'll see if I can post a link them sometime on this message board.