I read that Symfony does not work well on a shared hosting environment, why is that? In the tutorial I read you had to edit Apache configuration but it seemed that only enabled the uses of the Symfony debugger.
The way Symfony 1.0 was set up out of the box didn't lend itself to shared hosting with the freeze-unfreeze system but that's been dropped in favour of bundling the core with the project.
As Michał Pipa says, depending on the amount of customisation the host allows, you many need to modify the web root directory, but this isn't a major issue.
Again, as Michał Pipa says, shell access is really handy for Symfony but a decent shared hosting provider these days should give you that.
In the early days of Symfony there could be issues with shared hosting but as both Symfony and shared hosting have come on since 2007 it's less of a problem these days.
EDIT: The /sf/ directory is mainly used for the web debugger and you can certainly live without that in production but, if you really need it, there are other ways to map it without touching the Apache config - such as copying or symlinking.