When blending from one shape to another you frequently end up flipping the shape. So points on the top move to points on the bottom. Well, That's not what you want, right? You do have some control of the shape. Say you start from a circle, and want to end up with a + sign. Well a circle has 4 points. A plus has 12 points. So if you aren't happy with how they are distributed, you can just add points to the circle, and then those points will be used as some "encouragement."
BUT if the top of the circle is going to the bottom of the plus, then you need to reverse your path.
I found a way to do it, but I want to know if there's a way to do it in AE. Usually you just hit the arrow next to the path key to switch. But when you copy and paste the key, that doesn't help. Because it doesn't keep that information. So I copy the path, go to illustrator. Paste the path, reverse the path direction there, then copy the path again, come back to AfterEffects, paste the path, and Yay, you're paths are now going the same direction, so no worries.
Now this likely won't happen if you created both paths inside of AfterEffects starting with primative shapes. So if you want to try it out yourself draw two paths. One, go clockwise in your shape creation, and the other, go counterclockwise. Or just free transform the points and scale it into a negative direction. I'm sure that would work also.
So the Question: Can you think of a way to accomplish this without having to open up illustrator and bounce back and forth?
You'll definitely want to make sure that the First Vertex of each path keyframe is aligned as the first vertex at each keyframe will always move to the next keyframe's first vertex.
Beyond that you might look into the Window > Mask Interpolation tool. This can give you more pleasing transitions from shape to shape at the cost of flexibility. It creates a keyframe for every frame of the mask path animation.