If you haven't heard already, the artists at esri have created a new shaded-relief map service. It is called the Multi-Directional Hillshade. This relief service blows away the earlier relief service, and is especially beautiful when painted with other data in color, such as your operational layers.
The great Swiss cartographer Eduard Imhof discovered that a single-direction relief creates a lot of "expressionless regions" creating a blah medium gray running along southwest to northeast ridges. Multi-directional shading eliminates this problem. It helps your brain perceive terrain no matter what direction the ridgeline is trending. Why be "expressionless"? You really should be using the multi-directional hillshade map service for all your shaded-relief! -MD