Hi Vaughn,
It is an old result of Karl Sigmund that the space of ergodic measures of a subshift of finite type is path connected in weak* topology. The proof is very neat and takes only onea page or so. Here is the paper:
Sigmund, Karl On"On the connectedness of ergodic systems." Manuscripta Math. 22 (1977), no. 1, 27–32.
I don't know about generalizations. Sigmund's proof does not generalize directly.