if it's a shelf, I hope you can put the fixings in any convenient place.
Yes, go for the studs. You can find them by drilling a test hole, then pushing a piece of stiff wire sideways until it finds the studs on each side.
You may also sometimes be able to detect the nails, where the laths are attached to the studs, or you my be able to find them by knocking or pressing on the plaster to see where it seems more solid.
For some things, like radiators, you can put a couple of battens or a piece of ply along the wall, fixed to the studs, and fasten your rad brackets to the battens or ply. This can often be put where it will be hidden by the rad or other object