Anisotropic and inhomogeneous metamaterial shells are studied in order to exploit all their resonant mode richness. These multilayer structures are based on a cylindrical distribution of radially dependent constitutive parameters including an inner void cavity. Shell, cavity, and whispering gallery modes are characterized, and special attention is paid to the latter ones. The whispering gallery modes are created at the boundary layers of the shell with the background. Energy localization is produced with highly radiative characteristics when the localization takes place at the external layer. These low-Q resonant states have frequencies that are independent of the shell thickness. However, their quality factors can be controlled by the number of layers forming the shell, which allows confining electromagnetic waves at the interface layers (internal or external), and make them suitable for the harvesting of electromagnetic energy.