My ideal Shadow would have the same character arc as Buzz Lightyear in the first two Toy Story movies
Joke answer: Mephiles. I mean he looks just like the dude!! Real answer: Spawn. Dark, brooding anti-heroes, use a combination of guns and powers, backstories involving the military, death of a loved one, deal with the devil/demon-like aliens in Shadow's case, amnesia.
Watatsuki no Yorihime from Touhou Project, because she's basically an "evil Reimu" (something a lot of people don't realize) The actual character has nothing to do with Shadow, but she reminds me of him a little bit Spoiler
I’d say that SA2 Shadow is a pretty original character, not really comparable to Vegeta. He’s more like Picollo, actually.
you know what now that I think about it Shadow is also pretty similar to Cloud Strife in the sense they both struggle with false memories/identity disorder (though Cloud is actually diagnosed with a mental illness called dissociative identity disorder, Shadow just has general non-specific amnesia)