I've no direct experience with the shadow derailers, but I've read magazine articles saying they're a little finicky to set up. Still, assuming the cage isn't tweaked, you should be able to get 'er shifting right. Patience is key.
As someone said, make sure you've got your chainwrap right. Make sure your chain is the long enough (but not too long), and make sure you've got your b-screw set properly. (It really can make a difference.) Someone above said to make sure you're running 9 speed shifters with a 9speed cassette, and while this does seem obvious, it does happen. Make sure that any time you're putting more tension in the cable, that you're shifted all the way to the smallest cog (or, the largest cog for rapid-rise ppl. The shadow is regular, high-normal spring, though.)
I hear what you're saying about not having the patience to wrench your own bikes, but by the same token, i have way more patience adjusting and wrenching myself than dragging it back to the shop to get fiddled with over & over again. If you don't have a stand, check out the instructions on parktool and shimano's websites, flip your bike over, grab some tools, and carefully/patiently give it a go. It ain't that hard, it's just time-consuming for the first few rear derailers you hang on a bike...
hth
-rob