Big Thanks Excessus and Slin!

Excessus, could you please expand on your answer just a little.

In the first method, How can I assure that the scene is rendered in the
correct order (normal mapping -> depth -> shadow)? It seems that this would really cut into the frame rate?

In the second method, If I combine the shaders, say I add normal mapping to the shadowfx material that must be assigned to the camera, How can I individually assign the the normal mapping? It would seem that all scene objects must also
be subject to the normal mapping part of the shader. Or is there a way to individually assign a "shadow mapping + normal" shader to certain objects?

Thanks for the heads up on the VSM light depthmap blurring Slin, Ill check into it.

Really appreciate the help on this, Thanks!