You could install small strips of wood around the perimeter of the nook, then lay the shelf on top. Paint the strips to match the wall and they will fade away.

http://www.ikea.com/us/en/catalog/products/S19858068/

http://www.ikea.com/us/en/catalog/products/46693309/

http://www.ikea.com/us/en/catalog/products/10159099/

http://www.ikea.com/us/en/catalog/products/10159099/

would their contemporary clip model work for you? it has room to receive the shelf at an angle before you flatten it out against the lower arm of the clip.

too bad they don't make one where the top of the clip is a separate piece that you slide into place once the bottom part is attached to the wall and the shelf is resting on it.

sim to amaie's comment above you can create a perimeter support and then lay on wood to make a floating shelf. could be ply or mdf

see diagram here:
http://farm7.static.flickr.com/6120/6299476932_05752d0a7a.jpg

I'll have to second TSPInteriorDesign on the Ikea stuff. Their shipping is better than most if you don't have one nearby, and they can still hold a decent amount of weight.

Umbra! Rocks! Try their website

If you follow amarie's suggestion, but then nail or glue two inch strip of wood to the front of the shelf, and paint that, you will get the appearance of a floating shelf, but you won't have to manoevre a thick piece of wood.

i did this once by putting a steel rod through most of the shelf (walnut) and then a few inches into the stud. not sure if that's your best option, but it worked for me.

Depending on how much weight the shelves will need to hold, you could support from the back only. Make a floating shelf, supported by a cleat at the back. There's a tutorial here:
http://www.ronhazelton.com/projects/how_to_make_floating_shelves_and_install_them

I did just what amarie suggested--put up little strips of wood, and laid shelves over it. The 1x2s i got from Home Depot for about $1.50, and the shelves were 10/$1 at Ikea in the as-is section. Just cut everything down to size and paint the wood strips the same color as the wall--super cheap, and look great as built-ins!

http://www.rockler.com/product.cfm?page=17507

I partially agree with Amarie. Since the space is only 28" wide, you can hang the shelves from strips of wood mounted on the nook's sides, rather than its entire perimeter. (Additional support across the back of the nook will likely not be needed).

Given the apparent dimensions of the nook, mounting strips of wood on its sides, dimensioned about 2" x 2" x shelf depth, at appropriate heights should work well. Either 3/4" plywood cut to the desired shelf depth or prefabricated pine book shelving cut 1/4" shorter than the nook width will create strong shelves. You can hide the wood strips by attaching a 2" wide moulding or wood strip across the front of your shelves. The moulding will give your shelves the visual "heft" you desire.

Before starting this project, decide what you would like to store in the shelves, then lay out their vertical spacing. Make sure your layout accounts for the thickness of your shelf mouldings or you could have difficulty storing tall items.

Good Luck!

I DIY'd shelves in a very similar space, and used the wood strip technique. I nailed strips of wood into either side (located the studs and nailed 'em there) and then just dropped the shelf on top of it. It worked perfectly and was super secure.

If you use the cleats at the ends method, I would recommend 3/4" thick stock for the shelves so they won't sag.

We have the same nook! Here's what we did: We bought three gruntal shelves from IKEA. Hubby hired a handyman to float them up high, so that the lowest one hung half-way down the wall. Then we put a ton of S-hooks on the lowest shelf, and we use it as a coat rack. When guests come, they each adopt an S-hook to hang their coat on, and they kick their shoes off and put them on the floor of the nook. The upper shelves have a ton of black photo-boxes that are labeled, and hold various things of ours. A sewing kit, a box of gloves and mittens, a box of stationary (envelopes, stamps, etc.).... This weekend we had a Halloween party for our son, and all of his friend's parents raved about our nook. They all wanted to steal our idea! It worked great. Everyone had a hook to hang their purses and coats on. I couldn't believe how many coats could squeeze into that tiny nook on those S-hooks. We bought everything (even the boxes) at IKEA. Good luck!

Dear Mom2theMonk,
Please come over and organize my house. I'm available whenever you are.
Thanks.