It is always bad news when the gm does some research....
I reread the first five amber books, for research purposes. Shadow shifting doesn't seem to quite be the easy task some of us might have been envisioning.
To create a 'shadow of your desire' takes incredible work. Weeks of planning, shifting, correcting, etc. When you are shifitng, you are only changing one detail at a time, and other details may change of their own accord, so it can be very dangerous and interesting as you go. The faster you try to go, the less control you have over details you aren't specifically manipulating.
You cannot pull things out of nowhere in shadow, they have to come from a reasonable place. You cannot find food just sitting around waiting for you to eat it. You have to find an inn, order a meal, and pay for it.
Things change a bit in shadow, including your items. Your sword might become a bit more like a club in a certain shadow, etc. Things of value tend to change to other things of value through shadow. Remember when Corwin went out to dig up those diamonds? He had to go to what was basically earth before those diamonds had been mined. The land he went to was very similar to the African plains where those diamonds were found on earth. He had to toil and sweat for days getting them, then bringing them back. He couldn't just stumble onto them in his current shadow earth.
That other shadow probably took a while to find.
I also think there is an assumption some of us have had that I want to officially deny. Shadow dwellers are not inherently inferior to you in any way. Royal Amberites are particularly good with weapons, and on the average, in the types of shadows amberites tend to visit, you should be able to be some random shadowite in some randomly chosen measure of things (strength, warfare, etc). So, on the mean, you tend to be superior in all aspects. However, any shadowite could be superior to you in any one or several traits. So just don't assume you could take any one shadow dweller. Nearer to 'reality,' (i.e. Amber) shadow dwellers tend to be better at things, but that is a statistical average, and any single shadow anywhere could be different.
Here is something else: I seem to remember reading somewhere that there are elemental gates as the only means into and out of the Courts of Chaos into shadow. But now I cannot find reference to that. Does anyone remember anything about that?