Here is one tutorial I found to help get some shadowing.
Here is a quick YouTube video: http://www.youtube.com/watch?feature=player_detailpage&v=6FtOaEipC6c
You can also get shadows from scripts or filters like Alien Skin's Eye Candy plugins (not free).
As I find more I will list them here. Of course if I do get a tutorial done for shadows, I will add that as well.