You don't really have to use XNA for a complex shooter. A more advanced game engine will do. DirectX is also an option (can also be used managed). Though the XNA library's has quite straightforward classes and are easy to use. But 3dgs can create some complex shooters too. It's just a matter if you can code the right way. With C++ you can create plugins which will allow you to do much more than is possible with the engine like it is.