Lately, it has become somewhat fashionable to use shadow effects for (text-)boxes. While I personally prefer a clean and simple style with no razzle-dazzle, there is generally nothing wrong with shadow effects.
Unless, of course, they are used inconsistently.
In such cases, shadow effects become a veritable pain in the ass. As with most things in Powerpoint, consistency is key here to achieve a flawless, smooth style. So if you use shadow effects, you must use them consistently for all boxes. And, of course, boxes with shadow effects and outlines are completely forbidden. Actually, you should avoid outlines anyway, but in combination with shadows, they look especially stupid and redundant. One more nice thing about shadow effects is that they allow you to use white boxes on white background, which would otherwise be impossible (because invisible) without using outlines.
Check the following example: