On a conceptual level I lothe the idea of that many prestige classes, and I have no trouble making house rules, myself. So in my game I'd take all three PRCs the player wanted and build one 10-15 level shadow mage prestige class with all the abilities that seem cool. Mostly to keep from having to worry about front loading (i.e. which classes get what when?) and whatnot, but also just to make things easier on both the DM and PC.
That's just me, though...