My Job Type isn't on the Skills Shortage List, can I still immigrate to the UK?

Yes, it is still possible. The Skills Shortage list is a part of Tier 2 of the new UK Points based system. If your job is not on the list, your prospective employer may still be able to sponsor you. They must be approved by the government to sponsor people under the Tier 2 program. Then they have to prove that there are no suitable UK or EU candidates that can fill the job.