While checking out TheServerSide.Net the other day I noticed their search and login text boxes have shadows inside of them. The look like they as carved out of the web page and I thought they looked kind-a-cool. So I figured out how they did it, or at least a way of doing it.
On your Style Sheet add the following class:
.shadowbox
{
background-image: url(../images/shadow.gif);
border: Solid 1px Black
}
Where shadow.gif is and image that has the shadows along the edges. Make sure the image is larger than what your textbox will be or you will have tiling problems. Then assign the class to your textbox. It'll look like this:

Just imagine the kind of havoc you can create by putting an animated GIF in there.