As stated in the Resistance article, resistance gear should only be used when it's really needed. There are various sources for shadow resistance (like green random drop items and sets crafted from Dark Runes).
In the following instances, shadow resistance can be useful:
- Scholomance and Stratholme: shadow resistance can make these instances easier, but it's by no means required (even the priest buff is not really needed)
- Blackwing Lair: The tanks on Ebonroc need shadow resistance
- Temple of Ahn'Qiraj: essential for Warlock Tanks at the Twin Emperors