Shell corrections to the nuclear binding energy as a measure of shell effects in superheavy nuclei are studied within the self-consistent Skyrme-Hartree-Fock and Relativistic Mean-Field theories. Due to the presence of low-lying proton continuum resulting in a free particle gas, special attention is paid to the treatment of single-particle level density. To cure the pathological behavior of shell correction around the particle threshold, the method based on the Green's function approach has been adopted. It is demonstrated that for the vast majority of Skyrme interactions commonly employed in nuclear structure calculations, the strongest shell stabilization appears for Z=124, and 126, and for N =184. On the other hand, in the relativistic approaches the strongest spherical shell effect appears systematically for Z=120 and N =172. This difference has probably its roots in the spin-orbit potential. We have also shown that, in contrast to shell corrections which are fairly independent on the force, macroscopic energies extracted from self-consistent calculations strongly depend on the actual force parametrisation used. That is, the A and Z dependence of mass surface when extrapolating to unknown superheavy nuclei is prone to significant theoretical uncertainties. PACS number(s): 21.10. Dr, 21.10.Pc, 21.60.Jz, 27.90.+b