dgbeig: What size are the shelves? What weight or objects do you wish to place on the shelves? How far away are the studs from where you wish to place the shelves? What else is on that wall?

Moly bolts are about the strongest of the attachment methods for drywall. They are all metal and exapnd in four directions to get maximum load area. In drywall they are usually pretty easy to expand (the little teeth grip well enough if good pressure is applied to the screwdriver).

There is a drywall anchor, I'm not sure of the brand name, that is augered into the wallboard and subsequently holds a screw that is rated up to 40 lbs. I find they work better than spring toggles or mollys for most applications.

IMO If you intend for this shelf to hold substantial weight, it must be supported by studs. If its going to hold very lite items, ornamental, pictures molly's should work, although it does depend on the strength of the drywall.
Could you put a strip (1x2)at the hight of the shelf, attach it to the studs that are there and then attach the shelf to the 1x2?

You should find studs at 16 inch spacing. After California's Northridge Earthquake, it was re-enforced to locate studs, and screw a "cleat" onto them, then place the shelve on the cleat and glue and screw it together.