Is it possible to set Options (http://nixos.org/nixos/options.html) just for a single nix-shell instead of defining them globally at /etc/nixos/configuration.nix?
Those options you are referring to are only meant for NixOS, which usually translate (in the background) to configuring systemd unit files and creating configurations files in /etc.
On the other hand, the nix-shell tool is part of Nix (the package manager) which can be used on any Linux distribution (alongside any other package manager), and also on the latest macOS / OS X.
Nix (the package manager) only installs binary packages, and does not configure them, like other linux package managers do. Something like how homebrew works.
To recap:
nixos-*) commands use Nix to install and to configure binaries of packages.nix-*) commands only install binaries of packages; you have to configure them yourself.If you are running NixOS or any systemd-based Linux distro, there is a way to create systemd containers using the same NixOS options. Documentation on containers is avaliable here.
Now, before you start jumping into containers with Nix, please know that the nixos-container command is still a work in progress, and requires some knowledge of the Nix expression language. Nonetheless, any feedback is more than welcome, and Nix developers are actively working on improving it.
If you are only looking to configure certain packages (eg. Vim, weechat) to be used across you system, this is also possible for some of them, but currently also requires some knowledge of the Nix expression language. Let me know which packages you are interested in to configure, and I can tell you how hard it would be to do it.
Hope this helps you a bit.