I just posted this in another thread, in the same vein as your question:
http://forums.studentdoctor.net/showpost.php?p=8297219&postcount=8
The ER is a good place to shadow. You do need an "in." Many times shadowing opportunities will grow out of volunteering gigs. So try to get a volunteer gig in the ER, and over time, ask an attending if you can come in when you aren't "working" and shadow him...worked for me.
One last thought: I can't tell you how many inquiries I made for shadowing that never came to fruition. After I accumulated a certain number of different experiences (around 5 different docs and environments for a little over 50 total hours), I quit trying. But I do have approx 500 hours of high quality volunteer clinical experience with direct patient contact, and I intentionally "over did" that stuff in case any adcom might read my app and question the relatively low hour count of shadowing...
Shadowing is one of the most useless things I have ever done. If it were not a requirement, I wouldn't have even bothered...and because of HIPAA and the simple "pain in the butt" factor, many docs will not have anything to do with shadowing...if you haven't been turned down, you haven't been trying...