The value of these mundane coloring pages for shading practice is questionable, but here they are just the same. The source for the most of the images used here came from clipart, I didn't draw most of these.
The first set of printables are for younger children. Tell your child to draw an arrow on the paper to represent where the light is coming from. Some of the printables already have a light source that is specified. Basically, the child would color with a darker crayon to represent shadows. That is about as good as one could expect since there are no real examples for the child to look at.
Suggestions and a few printables for older children are below.
Shade with Crayons or Colored Pencils
Older children might like these. There is not much to practice with here. The children should actually draw some basic shapes and specify a light source. An example of this is the middle picture below and on this page: Shaded Shapes. Once your children can do this well, move into more shading exercises. The exercises can be simply drawing objects and shading them, setting up objects on a table and adding a bright light source and drawing and shading the objects. A few printables on the coloring page can be used for shading practice.
The picture below on the right is drawn in perspective. This printable is an exercise in shading with perspective. The sun in the drawing is the light source and all shadows should fall opposite of the sun.