A really easy way to do real-time shadows that is applicable for actual game use

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Doom 3 uses stencil shadows, which unfortunately, even with "Carmack's Reverse", an optimization Carmack came up with which dramatically increases their speed over previous methods, are only really useful in low polygon worlds, because for each shadow volume you have to fill that area of the stencil buffer twice. Which means areas where multiple shadows overlap require tons of fill rate. If you imagine geometry as simple even as a jail cell, the overlapping shadow volumes cast by the bars of the cell would kill the framerate. With worls getting ever higher levels of detail I don't see stencil buffer shadows as being the future of shadows except in games with simpler graphics.

Take note of how the monsters in Doom 3 are all low polygon with bump maps to add the appearance of additional detail. This is because of those stencil shadows.

Hopefully some new technology will come along which solves these problems. I thought zbuffer shadows would solve the problem but I hear that they have issues with lights which are behind the camera. I don't know what those issues are though, so maybe they are solveable.