Perhaps the easiest text effect is shadowing. Shadowing is, quite simply, drawing text at an offset, and then drawing the original text over it. You could use translucent text to create a better shadow effect, but you haven't read about translucent text yet.

download options for image editing / shadowing

you can download the source as PHP file,

open the file as plain text in a new window or

get the code in a textarea to copy it.