| Son of the Veterinarian |
Pathfinder Adventure Path Subscriber
If you're going with the classic pulp Shadow then a straight Ninja works quite well as originally the Shadow's "superpower" was to be really good at stealth, disguises, and impersonating people. He was basically Ethan Hunt from the Mission Impossible movies with a scary voice. It was the radio dramas that introduced the idea of him being able to hypnotize people to not be able to see him.
But if you're going for the Alec Baldwin movie version then levels of Psionisist or Sorcerer would be helpful.
http://en.wikipedia.org/wiki/The_Shadow