I got sick of changing the lenses, so I bought a pair of super dark cycling sun glasses, and kept the frames from my old pairs (thank you, Performance Bike). I have 3 pairs, dark, amber, and clear. My suggestion is to wear the amber ones if the shady areas bother you. That way, you'll have some glare protection, and it won't be too dark in the shade. Myself, i prefer very dark lenses, and the shade isn't an issue for me. My issue is when I start a ride at dawn and it is dark, wearing clear lenses, and then the sun rises. If the ride will be longer, I stick my dark lens pair in my jersey pocket.
I have light sensitive lenses in my progressives, which I never wear cycling (I wear contacts with sunglasses). They take a loooong time to change and it drives me nuts. The old photo gray lenses changed almost instantly.