Running the shade a few pixels vertically, and using "inset" in "box-shadow" to give edge effects within the element, you can achieve attractive 3D effect.
Don't forget to check the live demo
<ul>
<li><a href="#" class="red">Red 3D Button</a></li>
<li><a href="#" class="green">Green 3D Button</a></li>
<li><a href="#" class="blue">Blue 3D Button</a></li>
</ul>