Conditionally loading Facebook PHP SDK in shortcode

You can try to use the_posts filter to search for you shortcode and require the sdk, something like this:

function has_my_FB_shortcode($posts) {
    if ( empty($posts) )
        return $posts;
    $found = false;
    foreach ($posts as $post) {
        if ( stripos($post->post_content, '[my_shortcode') ){
            $found = true;
            break;
        }
    }

    if ($found)
        require('path/to/facebook_sdk.php');

    return $posts;
}
add_action('the_posts', 'has_my_FB_shortcode');