I don't shadowbox as a part of my regular training routine, but I do when I'm just standing around or watching tv, during comercials. I perfer to hit the punching bag just because it gives me an idea of how hard I'm hitting as opposed to just my hand speed.
I do weight my gloves, usually just the wrists, because if you weight the knuckles then you start to rely on the momentum of your fists, with the wrists you minimize that. It also helps with guarding and blocking, because you don't get tired as easily.
Sig by Toxic
Barnett - Toquinho -Werdum - "Nurmie"
Z. Gurgel - Morango - Rocha - Tiequan