Normaly you use white as the background, but other pastels i spose would be okay. Anything dark can be a bit extream unless your a gaming site (or some similar grungy cultural style site).

As such the easiest is to do a shadow in Photoshop, splice off an image one pixel in height and the width of the shaddow. so if your shadow falls by 10 pixels then do it 10 pixels wide.

Then you just use CSS to get it to replicate down the entire side. I havn't tried a shadow, but i know it would be easy. If you have a gander at my site, you can see where i have done similar on parts of my web site (still in construction btw, just experimenting with xhtml and css2). Have a look at:

http://www.metalskin.com/services.html

If you look at the source of the html you will see:

<div id="sideMenuTop"></div>

If you then look at:

http://www.metalskin.com/sideMenu.css

you will see a section called #sideMenuTop that uses the image: <- http://www.metalskin.com/images/sideMenuTopEdge.png

In the css, you will see that it has a width a lot wider than the image size and the repeat-x, which tells it to repeat allong the x axis. you can do the same thing going down and it will do what you wish.

:edit:

you may wish to look into using css for this kind of thing (css = Cascading Style Sheets). I&#39;ve got some good links about different layout syles using the div tag, I&#39;ll post the links when i get home.