No 'flowers' flower in full blown winter, shady or otherwise. There are some flowering shrubs that flower at that time (sarcococca varieties in particular, and these are good in shade) and there are things like pansies and primulas which flower autumn and spring, or in spring. Do you mean you would like shrubs which are attractive in winter regardless of flowering? If the area is large enough, consider Elaeagnus varieties - some have very bright, evergreen variegated leaves which look very striking in winter.

how about Hellebores, not depths of winter maybe but the new doubles are lovely also my Mahonia charith has the lovely perfumed flowers and Viburnum dawn smells lovely too. When they actually flower usually depends on the weather, sometimes before and after a cold spell
I agree with Bamboo I'd be lost without variegated shrubs, the Euonymus and lovely Hollies spring to mind

Cyclamen are what you're looking for! They flower in winter and love shade. C.hederifolium flowers from September to December here in Cornwall. C. coum just overlaps with it, starting in about December and continuing til March. Both varieties have lovely marbled foliage that dies off in Spring, making way for summer flowering plants.

What about winter pansies?

What about them, Alex, lol! They flower in the autumn, stop when it gets really, really cold, and then take off in early spring and are in full fig by May... just when you want to rip them out ready for summer bedding...

My hellebores were in flower in January the year before last!

http://www.flickr.com/photos/31559373@N00/360561222/

Anchorman points out some stalwarts. Helleborus x hybridus are now so varied that they flower from November (when my early white one with speckles in the flowers starts), right through 'til May, so I'd give them a go. Only in hard frost do they droop (as do we all), but the flowers soon stand up again. Phil J