Some sample text, with text-shadow: #aaa 0px 0px 5px;
.
Too bad this specification doesn't really work cross browser (http://www.quirksmode.org/css/textshadow.html).
This is a very nice solution, but requires generated content, which isn't supported by Internet Explorer.
This line has a nice shadow.
The next examples require some extra markup, but work in Explorer. Perhaps a javascript solution would be better, to create the extra markup on the fly.
Some shadow
Some shadow
Colored shadow
Colored shadow
Bigger shadow
Bigger shadow
Bold shadow
Bold shadow
Fancy shadow & link