It is usually known as a rule of thumb, that anywhere a shade appears, death destruction, etc. are sure to follow.  The only way to kill a shade is to stab them through the heart.

 

Shades have keener senses, far superior to those of humans, dwarves, urgals, and even Ra'zac and elves.  They are stronger in body and mind, than other races, and are extremely skilled in the arcane arts of magic and sorcery; in fact, their magic, a shade's magic, is the most corrupt form of the ancient language, after necromancy.

 

One Key Shade mentioned throughout the Inheritance Trilogy was Durza the Shade.  Durza was once an orphaned desert boy, deserted by his tribe, and living ith his exiled parents.  Then, the bandits came, and killed his parents.  He was only saved by a sorceror.  Finally, after much begging, he persuaded the sorceror to teach him the arts of spirit summoning.  He learns this for  while, but then he summons a spirit that is too strong for him, and he is consumed.  Carasib the desert rat is lost forever, and Durza the Shade is born.

Durza was the right-hand man of King Galbatorix, the corrupt Rider-King of Alagaesia.  He had red hair and eyes, was tall and thin, with a pale, almost ghostly complexion, and a thin white sword.  Later, the sword is scratched by King Ajihad, of the Varden.

 

Durza is given the task of retrieving Saphira's egg from the courier-elf, Araya.  He slays her companions, and takes her hostage, but the egg is gone.  He takes her back to Gilead, where he tortures her for months.  This process is ended when Eragon the Rider, and Mortagh, (the soon to be rider),  his companion are captured.  They break free, and rescue Araya.  While they escape, Eragon and Durza fight a long harsh battle.  Finally, Murtagh shoots an arrow through his forehead, and makes him appear in spirit form elsewhere in alagaesia.  In history, there have only been three individuals to successfully kill a Shade. Two of which are Laetri the Elf and Irnstad the Rider.

 

When he next appears, Durza leads a group of enchanted Urgals through the Hadrac Desert into the Beor Mountains.  They then try to seize Trojenheim, the fortress of the Varden, and the finest city of the Dwarves.  During this time, he lures Eragon into Trojenheim, where they battle.  eragon is losing, when Suddely Saphira comes crashind through the Star Rose, the Dwarves finest glasswork, and it distracts him.  Eragon then stabs Durza through the heart, and a misty cloud forms around him, and his skin turns gray. Once the cloud vanishes so does Durza. According to Ajihad, It’s a very unpleasant process to endure.

In history, there have only been three individuals to successfully kill a Shade. Two of which are Laetri the Elf and Irnstad the Rider. The third entity to achieve this task is Eragon the Rider who destroyed the Shade, Durza. There is only one way to effectively kill a Shade: a thrust through the heart. Anything else as severe will cause them to vanish and then reappear elsewhere in spirit form. During the process of this disappearance.  Though Eragon wins, his back is slashed open from Durza's last blow.  It is poisioned by the Shade's magic, and cannot be healed by the herbalist, Angela.