Photography has many tips and tricks of the trade used both by amateurs and famous photographers - the many uses of light, perspective, darkness, exposure, and many other bits are what makes beautiful pictures. All of that wouldn't come to one unified look without shadows though as they are what gives the image depth or in some cases, changes the view entirely. Also, they're free, they're everywhere, and there's no limit to what you can do with them if you have the know-how.
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