You can probably do that with FME, but you can also do that easy with ArcMap (version 10.0 and higher).
Have you used Query layers? you can use your queries and and them as a layer in ArcMap and then you can export them to shapefile or FGDB as usual by right clicking the layer and choose Data -> Export data...
Read this about creating Query layers:
ArcGIS Help (10.2, 10.2.1, and 10.2.2)
You're gonna need a 32-bit oracle client installed to be able to connect to oracle from ArcMap which is 32-bit. This was an issue for me at first when I only had a 64-bit oracle client installed.
I can also recommend the GeoRaptor extension to Oracle SQL Developer when working with spatial data. With GeoRaptor you can import and export shapefiles from Oracle SQL Developer.
Spatial Viewer for Oracle SQL Developer download | SourceForge.net