According to SBH :
Therefore, I was thinking of drilling
into the concrete wall behind, then using Tapcon screws to put the shelves
up. The brackets for the shelves have many holes (8 per shelf x 3 shelves).
Will there be any consequences of drilling many holes into the concrete? I
feel uneasy about doing that also, but I'd thought I'd ask first.

I would assume that these are simple L utility brackets? These usually
have 6 holes (three for the wall and three for the shelf).

Must be enormous shelves with lots of load to need 8 brackets apiece!

Have you done checking to see whether your really do need that many
brackets per shelf?

At 3 tapcons per bracket, that's a lot of holes (around 75). Seems
way overkill. Unlikely to be a problem for the concrete unless the
holes are really close together.

When installing shelving like this, I tend to consider using track&bracket
type shelf supports. Has the advantage of being able to adjust
shelf height. You won't need nearly as many tapcons. You could cut
slots in the shelves to fit over the brackets.

In a utility area, I'd consider using 2x3's instead of metal tracks,
and use normal wood screws to fasten the brackets. You may be able
to "dress" (eg: sand/paint) the wood so it's more suitable for a
less-utilitarian look.

For 3 shelves, you could probably get away with 4 or 5 tapcons (of the
larger sizes I think) per track, unless the loading is unusually high.
You could even use lag+anchors if the track can be modified to suit.
--
Chris Lewis,

Age and Treachery will Triumph over Youth and Skill
It's not just anyone who gets a Starship Cruiser class named after them.