Shadows are all around, the harsher the light the more well defined the shadows will be harsh light tends to produce far more compelling photos. Just look around they are everywhere.
Look for shadows that interplay with each other or something that creates a striking contrast. Shadows are ideal subjects for black and white processing, but can create truly compelling pictures even in color.
The tricky part to photograph shadows is to determine the exposure. Using any auto exposure mode will often lead to an overexposed image, this because the cameras light-meter will try to compensate for the dark areas and brighten up the picture and bring out details in the shadows. This is not necessarily desirable, but could not it just be fix in post processing? Sure, but why not expose it correctly in the camera from the start, and reduce the time in the digital dark room. To control the correct exposure, in shadow photography it is best to stick with manual exposure mode or otherwise utilize negative EV exposure, for best result, the histogram should be pushed far to the left.
Personally, I prefer to use negative EV exposure. I believe it is quicker and easier for me to change EV exposure, then switch between different camera modes. This allows me to be ready for the next photo whatever it might be.
Happy Snapping my friends!