The most important aspect of shadows is keeping in mind how shadows in the winter months (when the sun is lower) will affect getting adequate sunlight to high-traffic turf areas (greens and tees). Usually this is just a case of removing enough trees, but not always ... a steep slope such as a quarry wall on the east side of a property can have some important ramifications if greens are close to that edge.
As for utilizing shadows for visual drama, there was a lot of talk about that 20 years ago, when sharp-edged grass bunker faces were the style for many designers. In some cases it was overkilled. Now that bunkers have replaced shadows as the main wow factor, there is not so much emphasis. Still, when you are out on a construction site every day, it would be crazy not to notice the patterns of light and shadow in the early hours and late in the day, and design around them to some degree.