I'm not sure what it is about "Shadow," but it's not one of my favorites.  After re-watching I figured out why. For a good chunk of the episode, it isn't thrilling. It's boring actually. Since the plot isn't so great, the strengths of the episode easily come from the Winchester family drama. 
It's really interesting how much Dean has changed in season five since this. For one, he's quite the master of research now. Heck, he even has his own laptop! Second, his desperate need to be together as a family just isn't there anymore. Sure he still cares about Sam and feels obligated to save him, but it isn't the most important thing. It seems like he's going through the motions. Here nothing matters more than family and it's so endearing to watch. So positively heartbreaking too. 

CrushedDean
I did like how Kripke, this episode's writer, brought up the burning question, "What if it was all over tomorrow?" Dean should be shocked that Sam wants to go back to his old life. This is where the writing continues to be all over the map with Sam's character. He said he didn't fit in at Stanford in "Skin" and when reconciling with Dean at the end of "Scarecrow" he acknowledges that mom and Jess are gone. All they have are each other. So now he wants to go back? I had a super hard time buying Sam's speech, but I let it go once I saw how crushed Dean was over Sam's brutal honesty. Oh poor guy!   

Shadowhug2

Speaking of hug, isn't that Winchester family reunion something? That is until it came to a quick end that I still don't understand. Dean's logic made no sense, nor did Sam's acceptance of it. I only don't harp on it because they saw the error in their ways a few episodes later.  John's ominous warning that this is far from over and they'll play their parts is probably when rumblings about a season two started happening. That's the first sign so far that this isn't a "one and done" showdown.   Is this the point that Sam begins to rethink his attitude toward family?


The episode also has it's gratuity!   The boys in blue jump suits. Dean flirting with cops and barmaids. Jokes about perversion, especially that hilarious scene with Sam. Oh, and tied up Winchesters. Let's not forget about the tied up Winchesters.   Meg's "playing" with a tied of Sam is an awesome tease. We've seen that happen to him a lot from female demons, haven't we? I wonder what makes him a demon magnet. The blood?   
Here's something I never caught. Dean asks Sam why he didn't leave the weapons in the car. Sam replies, "I've said it before and I'll say it again. Better safe than sorry." Hmm, so Sam had that "feeling" when Meg was around too? I think psychic visions would have been cooler.  
My overall grade is a B. The monster story gets a C-, the family moments an A.