I do shadows a little differently than most I think. I add a layer both above and below what I want to shadow and I use a fuzzy brush a bit bigger than the object that I want to shadow. I use a light opacity on the top to give the impression of "thickness" and a darker opacity on the bottom layer to give the "depth" I'm looking for. After I'm done I use a blur> Gaussian blur at about 10-15 to "blend" the shadows and get rid of any hard edges.

