Hey,
Just my two cents, but I would hang onto The Shadow.
First, I'll come out and say I'm biased. I have The Shadow; picked it up about two years ago, and really enjoy it. Around the time I bought it, the going rate was somewhere below the $2,000 mark. At the time, everyone ripped on it for the translite, and it seems no one actually played the thing.
Since that time, the price has started heading north. Right now, if I could find a nicer one, I'd consider getting it. I saw one with a clear coated playfield selling for $3,500 a while back, and while I didn't seriously consider it, it says to me that a game that was relatively recently a second-tier title might now command a higher price.
I have no problems with Return From Mars, but I think in regard to the trade, you just happen to be looking at the point in time where the asking price on The Shadow has moved up to the asking price on RFM, which has also moved, but not as rapidly. So, today, people see them as about equal. Based upon price movement and the big love-in on The Shadow as of late, I'm of the opinion The Shadow is going to wind up at a price point that's higher than RFM. In other words, if you decide you want The Shadow back in a year, you're going to have to give the guy some money along with the RFM.
Luke