Besides the issue of what colors to use in your shadows and whether or not you should use black in them, remember that there will also be texture in the shadow. This also helps tie it to the object it belongs to.
Tip from: Briggie.
Check the tones or values of the colors you've used in your shadows to make sure there isn't any part of a shadow area that's lighter than a part of a non-shadow area. (Of course, reflections into shadow areas don't count as shadow and are the exception to this 'rule'.)
Tip from: J.B.
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