As someone whose first lvl 50 was a shadow, I can't stress this enough - DO NOT GO WITH A SHADOW!
Until the very last levels, shadows are utterly boring and tedious to play. They have the worst class design ever, with everything being based on procs off a single skill you get at lvl 1. You won't be doing anything except Double Strike, Double Strike, Double Strike, oh look a proc - something else, Double Strike, Double Strike, Double gaaaaaaah!1!!!! Up until 20-30 you won't even have anything to proc decently and without procs, Double Strike is your most efficient attack in regards to damage per point of force after TK Throw (which is easily interrupted) and Force in Balance (which you have to trait for and it has a longish cooldown). So unless you really don't mind a boring as hell rotation, don't go with a shadow. Also, shadows probably have the worst AoE capability in the game, and that's extremely important while leveling.
On the other hand, I can't recommend sage and both knight advanced classes enough. All three of them are loads of fun to play and much more powerful than a shadow during leveling. Shadows are fine as tanks at 50 and as DPS if you can stomach their rotations, but for leveling, they are abysmal.