A quality shackle (D-Ring) is a completely acceptable connection. You will still need a thimble on the line whether your using wire rope or synthetic rope. You should also buy some washers to fit the locking pin so that the thimble is centered on the pin when it's hooked up. That way you don't side-load the shackle.
Just so you know, I took the slip hook off my winch years ago because they, well, slip. Slip hooks work fine for a 2000' lift when attaching chains or slings on the hook but when you are horizontally dragging with a winch line and the winched vehicle finds some traction for a moment, you can lose the load. You won't loose the load with a shackle. To keep the thimble stable going down the road it's bungied off to one of the stiffening bars (cross bars) on the winch.