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...how is a projectionshader usually used for such lightening things? I´ve got one which works fine but shines through objects. If I want to prevent it, it gets exactly the same as shadowmapping 
Yes. Shadowmapping would even be the best solution. There are several approaches as you already know. If they eat too much fps then you can even try one without real-time rendering of the light view. A very cheap solution is to use pre-calculated cubic shadow maps (point lights) or 2d-shadow-maps for spot-light and project them at the geometry. If you move the light-source then you can move the shadowmaps as well and you get semi-dynamic shadowmaps.
The game Riddick did use this and C4-Engine also has something like that. It is fast like crazy and you can fake dynamic shadows with it.
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