The shadow (the shadow? the shadow!) is another of those monsters that I doubt was ever actually playtested. CR 3 incorporeal undead that deal ability damage? Sure, just let me cast Disrupt Undead a dozen times at it and hope I miraculously survive its attacks.
At only 3 RHD, shadows come quite cheap. Their ability scores are okay: strength and constitution they obviously lack and intelligence is low, but the other stats all receive bonuses. Their only movement mode is 40 ft. fly speed, and they have +2 turn resistance. In addition to this, shadows also gain bonuses to listen, spot, and search, and a variable bonus/penalty on hide checks depending on ambient light levels.
Their incorporeal touch deals 1d6 strength damage, kills people it reduces to 0 strength, and turns them into more shadows (which you control) if they're humanoid. Ah yes, because having limitless self-replicating incorporeal undead are not a problematic ability at all. For the purpose of rating these creatures, I won't be assuming infinite spawn-creation is in play: the reasons should be obvious.
In the end, I could see a LA of +3* LA being in order here. This way, shadows are at a slightly lower ECL than allips, which remain competitive thanks to Babble and better stats.
Yes, it's just a regular shadow with more HD, slightly better stats, and an improved damage die, but regular shadow abilities are fairly competitive at ECL 9. I guess I'll just assign +0* to this one and see how it goes.