Shadow maps are indeed hard to figure out at the start. The biggest disadvantage of the methode behind shadow maps (SM) is that it's not easy to implant on pre-DX9 graphics hardware. Thus this would cause performance/quality problems on old hardware which means that other shadowing technique must be used there. A great plus point of SM is that it can be used in combo with very high tessellated models. In comparison towards stencil shadows (volume dependent), using high tessellated models would lead into performance problems. Though, it is known that shadow volumes run better on older DX version which might sound strange at first Not to mention the perfectly sharp shadows (without any flickering, Moiré-like effects and aliasing) which is a pain in the as* when doing SM ^^. Off course, PCF in combo with with ABF should cover up most of the artifacts for SM.

It's just a matter of choosing the right methode for the right situation like ChrisB mentioned

Cheers

Frazzle