contra bonos mores
Shadow isn't the only ninja in the history of the Final Fantasy series -- in fact, there are several! I thought it might be fun to run through them quickly and then make a general comparison to Shadow.
Name: Edge Geraldine
Game: Final Fantasy IV
Personality: Gruff, conceited, yet likeable
Edge is sort of like the prototype for ninjas in the Final Fantasy universe. He's everything you'd think he'd be -- abrasive and confident. Yet somehow there is something so likable about Edge. Edge and Shadow obviously have their similarities, but they differ a lot in that Edge becomes way more involved with the party than Shadow does. Besides, he's a lot more talkative and full of himself.
Name: Yuffie Kisaragi
Game: Final Fantasy VII
Personality: Spunky, mischevious, and cheerful,
I guess Squaresoft wanted to change the image of their ninja characters, because Yuffie couldn't be any more different from Shadow and Edge! Not only is she a girl, but she is cheerful. I think she differs in personality because she isn't a true ninja -- she is more like a combination of a ninja and a thief (and thieves in the Final Fantasy series tend to be cheerful and light-hearted). Other than the fact that she and Shadow both throw shurikens, I can't think of any similarities between the two.
Name: Amarant Coral
Game: Final Fantasy IX
Personality: Dark, secretive, and aloof
I've already touched upon Amarant in the comparison section, so I'll make this brief. Amarant is the character who is the most similar to Shadow in the Final Fantasy series. Not only is he a ninja, but he has the same type of personality as Shadow. Unlike Edge, he is also a loner and stays out of the business of the party. The major difference between the two is that Amarant is more like ninja-monk hybrid, but big deal.
Game: Final Fantasy X
Personality: Bubbly, optimistic, and loyal
Rikku is a lot like Yuffie, but I'd venture to say that she's even more cheerful. Here we have the polar opposite of Shadow. I guess including her in this section isn't altogether accurate since she is usually categorized as the thief and alchemist of Final Fantasy X, but she does throw things! But yeah, Rikku and Shadow wouldn't be friends.