The method I use once the job has been aproved is to break the drop shadow group apart ctrl k then select the lens effect which is the drop shadow and convert it to a CMYK bitmap at the appropriate resolution with transparency and all seems to go well through the RIP.
Cheers,
Chris
Not sure what kind of a shadow you are tring to achive, but we also deal with big sign as well. To produce a shadow effect you can use the gradient fill tool to a vector object then set a transparency level to with out adding a lot to the file size and not having to deal with bitmap.