Starting a contest with a "high risk" all out attack is certainly a valid strategy, and in certain cases is probably appropriate. That he invests a hero-point in the attack in most cases suggests that he views this as one of the most critical points of the session. This is fine, he should be able to do this, and it should work.....sometimes.
On the other hand, there are battles where this would be a bad tactic. It seems to me what you need to do two things: 1) Throw his own strategy back at him, and 2) Change things up once in a while, so that the same plan isn't always good.
The first is easy. Sometime have a major opponent get the first action, make the huge bid, burn a hero point, and drop somebody. It could be the shaman, but a better "warning shot" might be a favorite follower, or even the shaman's fetch (I'd imagine that any contest that the fetch can provide AP for, it can be affected in).
The second is also pretty straight forward. Provide opponents sometimes where this strategy is not very effective (or at least is a poor investment of a hero point). The classic monstrous troll with a horde of useless trollkin is a good example. If he tries it on the troll mistress, she uses her own hero point to bump, and has high skills to resist with in the first place, so he is apt to find his lightning rather fizzles. On the other hand, against the trollkin he won't get many AP. Another alternative is an opponent who has a narrow but powerful defense. For example, a lunar sorceror who has specialized in the "absorb lightning" spell (so useful against Orlanthi!), and taken it up to a couple of masteris. Sure, the shaman has many spirits available to him, and if he'd started with a small bid and found that lightning was a bad choice, maybe he could toast the guy with fire....only problem is that he now has almost no AP left and the sorceror is almost glowing with the absorbed energy!
I'm sure you can come up with other ideas, but if you make high risk attacks (which big bids are supposed to be!) actually seem risky, perhaps the player will learn some caution.
Of course, failing that, you can just let him get over confident, then let him discover what facing truly powerful magic is like! (Jeff, what was it that brought down Razzle-geeny-weenie in the end, the Lunar collegium arcanum, class of '06?)
--Bryan
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