I guess I'm going to have to be the difference on this forum.
Shadow used to be my favourite until he started popping up everywhere. In a spin-off game, I'm okay with seeing him but after his game, I really think he should have just stayed on the ARK. I liked him in Sonic Adventure 2. And I liked him in Heroes. And I was fine with him getting his own game in order to wrap up his personal story. But after that, it seems Sonic Team now puts him almost everywhere. It also bugs me that in Sonic 06, he can use an Emerald to travel through time. If he could do that at will with just one Emerald, then why didn't he go back in time and save Maria? And don't give me that "Time Paradox" excuse. You know he would have done it regardless. Those of you who have seen Back To The Future would know Marty McFly did the same sort of thing when he went back in time and turned his Dad from a wimp into a confident reliable guy with a great job. He changed the future for the better despite Dr. Brown's request to not interfere with the past.
As for his game... I hate it. I really do. NOT because of the guns, but because of its silly plot elements, unrefined controls, forgettable soundtrack and bad level design. Sure, its CG cutscenes are very nice and I like the idea of the branched stories, but I don't know many people who bothered getting all these endings.
Overall, I don't mind Shadow at all. I just think his potential as a character has run out.