The elements with a full valence shell are the noble gases.
Metals wouldn't conduct electricity if their valence shells were full. They have very empty shells (1, 2 or 3 valence electrons), as opposed to insulators, which have relatively full ones (more than half full). As the previous poster said, full electron coverage equates to Helium, Argon, Neon, Krypton, Xenon and Radon - the noble gases. They are the ultimate insulators, and they don't react with any other element (hence the name, implying haughtiness).
There are structures called clathrate compounds in which noble gas atoms are surrounded by other atoms - but the gas atoms are effectively being held in a cage instead of bonding with the other atoms,