Lighting up all the Object3D's in the scene, so that objects in a huge scene are still lit up.
Adding point lights for every objects is taxing and not very pretty in the long run.
Ambient light is not very pretty either, or at least not as pretty as two or three directional lights on all the objects.
I'm a little afraid to use shaders because of limitations. This line (from "Advanced Example" on the wiki): "When using a shader, the fixed function pipeline is disabled completely for this object", scares me. Also, theres the things about shaders only working on compiled objects.