This mainly applies to Vista basic users.
I've not used Y'z Shadow on Vista because I'd usually find the one that turns up on the Google search (v.1.9). You know, the version that you had to run in compatibility mode? I've done a little digging around and found it's still being worked on. Right now, it's currently at 2.3 beta and it's compatible with Vista. And on this version, you can adjust the shadow to show on the top window border. It also has some nice fade-in effects for the shadows.
To my personal preference, I turn off transparency on the taskbar and menus, and keep the window shadows and taskbar shadow. The only problem I see with