Some of the set-ups I have animated end up taking hours just to set-up the "on-off" keyframes! (Room fly-throughs of meeting set-ups with 300 chairs, tables, and some times people/manequins. LOTS of polygons!) Occasionally I've seen that I've missed some objects whose shadows noticably dissapear when they move off-camera AFTER the client has signed-off on the project. (Do I fix it? Or, cash the check... hmmmm ;> ) I know they say it speeds up the render in the manual, but I'm never really sure if it helped or not in the end.