Eclipse, you write fanfiction?! :O I'll have to check them out now!
Well, it was the first game I've played in the series. So there's a personal liking to it. Basically what Eclipse said, but if you really want characters with personality then play FE12, as the game fleshes out each character more than its predecessor did. Nevertheless, I still liked them and grew attached to each and every one. The storyline to me felt the most realistic and not overly exaggerated to ridiculousness. Speaking of plot, the game didn't just focus on going on an epic quest to defeat the dark dragon. There were many other subplots too that mde it more interesting such as the Macedonian family conflict and settling a score with Gra for their betrayal. The game was rather challenging even on normal, and the levels were rather fun (the sidequests though...kind of sick. I mean, killing a character to get another one...). Did I mention the soundtrack is awesome? I loved the soundtrack. And best for last, anyone who knows me know that Marth is my favorite lord of all time. I felt he was the most human out of all the lords. He's so innocent and rather naive, and even though he did grow up in a war-torn world and lost many people close to him, he still held onto his idealistic mindset he had as a child. He wants to save everyone in his army, is willing to forgive his enemies for what they've done, and fights hard for peace. IS did a great job with his characterization there.
I'll admit though, as much as I liked FE11, I loved FE12 a little more.
Tl;dr: Marth, soundtrack, storyline, subplots, levels, and first game I played. That's why I liked Shadow Dragon. Yeah, I wrote a novel there, but hey, you asked :/