I know a few of the Princes have their shrines or make apperances in the game: Azura, Meridia, Boethiath, Molag Bal, Namira, Hircine, Malacath, Nocturnal, Sheogorath, etc.

Do ALL the Daedric princes have shrines in Skyrim? And where is Jyggalag's shrine?

Jyggalag isnt in Skyrim.

Theres 15 shrines afaik.

But his successor is!

...but wait, that's me!

Damn.

Even Mehrunes Dagon is in Skyrim...why would Bethesda up and abandon one of the best Daedric Princes?

Jyggalag isnt as well known as the other Princes. Most people have never even heard of him.

My guess for Ol' Jyggalag is that they are saving him for the next game or DLC. Don't think there just going to let him fade away from the canon.

By my count there are 16 shrine quests, they go as follows:
(Shrine quest--Daedric--Reward--Location)
The Black Star--Azura--Azuras Star or Black Star--South of Winterhold, east of Sightless Pit, on the top of the mountain
Boethiahs Calling--Boethiah--Ebony Mail--Southeast of Windhelm
A Daedra's Best Friend--Clavicus Vile--The Rueful Axe or Masque of Clavicus Vile--Speak with Barbas(talking dog) outside of Falkreath
Discerning the Transmundane--Hermaeus Mora--Oqhma Infinium--Septimus Signus outpost far north of Winterhold
Ill Met By Moonlight--Hircine--Saviours Hide or Ring of Hircine--Speak to Sinding in Falkreath jail
The Cursed Tribe--Malacath--Volendrung--Largashbur, orc camp far west and slightly south of Riften
Pieces of The Past--Mehrunes Dagon--Mehrunes Razor--Far east of Morthal, stairway up the mountain just past Stonehills
The Whispering Door--Mephala--Ebony Blade--Speak with the innkeeper in Whiterun and ask about rumors
The Break of Dawn--Dawnbreaker--West of Solitude
The House Of Horrors--Molag Bal--Markarth, Abandoned House
The Taste Of Death--Namira-Ring Of Namira--Markarth, investigate the Hall of the Dead for Brother Verulus
Darkness Returns--Nocturnal--Skeleton Key or Nightingale Blessings--Twilight Sepulcher
The Only Cure--Peryite--Spellbreaker--Northeast of Markarth, Northwest of Kartwesten
A Night To Remember--Sanguine--Sanguine Rose--Any inn, by a drinking game with a stranger
The Mind Of Madness--Sheogorath--Wabbajack--Solitude
Waking Nightmare--Vaermina--Skull of Corruption--Dawnstar

Hope this helps, by the way A Night To Remember is a fun one to do, its just like the movie hangover, you have to chase a buddy around after a night of too much drinking!!