As Esther mentioned, Cassie's bending shadows is a great one for doing the more intricate shadows:
Another favorite of mine is her:
as it shows the basic way of making shadows as well as she teaches you how to make shadows for more transparent elements like the vellum tag in the tutorial.
I tend to use Katie's:
a lot. Somewhere in one of Cassie's tutorials (can't remember off hand which... likely more than 1), she taught me how to make a shadow style into a layer of its own so I do that and then adjust it using her techniques taught in the above tutorials to achieve the look I want.