The things I have seen people summon out of shadow (or at least loudly insist they should be able to summon out of shadow). Oy... Amber-capable starships, subquantum vibro-swords, adamantium dragons.
I don't know what it is, but for some people telling them "You can go to whatever you imagine" just throws them completely back to their early days of grubbing for powerful magic items in Dungeons and Dragons. I'd humor them, except that they inevitably try to make their new toys the whole focus of the game, to the vast annoyance of those folks who are actually trying to roleplay meaningful characters with drama and vitality.
So, here's the deal: If you go and grab something in shadow, its abilities are a product of your character's mind. In short, its abilities are based on his abilities. If his strength is so slight that he can't have massive and lasting effects on the world then his items will likewise not have lasting effects on the world. You can NOT have your character search shadow for items that will fully compensate for their shortcomings. Yes, a good suit of armor will make him harder to hurt, but if his Endurance is weak he just won't have the right mindset to go find Julian's armor in shadow. Sorry.
On the plus side, we will also be applying the Drama Points and Restrictions rules to items, shadows, armies, you name it. So if you want an army to rally spectacularly, you can spend DPs to make it happen. And if you specify an army with weaknesses as well as strengths (radical concept, I know) you can get DPs back when those restrictions come up in play.
So, yes, if you want an army of a million adamantium dragons with machine-gun fire for breath, you can go get it. But it will cost you a heap of DPs every time you want it to do anything, because it is so much greater than your character's abilities. By comparison, an army of man-sized draconic soldiers with serious discipline problems, a species-wide vulnerability to cold weather, and a requirement for large supplies of fresh meat at all times, that's likely to be a force to reckon with: Their restrictions will fuel spectacular action without being a drain on your Princely resources (and without needing your constant supervision).
Now take all that energy that you were going to dump into trying to make up an unbeatable doom force, and redirect it towards telling stories with dramatic implications for human nature, the price of failure, and the quality of misfortune and compassion. 'kay?