A potential problem with a multiplayer deck is strategy. If you go for a powerful, gut-wrenching Shadow side that can harm everyone, like site control or a token strategy, everyone will gang up on you.
If you pick something too weak, like "support" minions, your free peoples will largely be ignored; however, you won't have the Shadow to stop the last opponent.
Like most things in life, the answer lies somewhere in the middle. I find that

Uruk-Hai with

support as a bomb can be effective. Swarm, on the other hand, is not. Nazgul beatdown is better than a corruption route--it's hard enough to corrupt one player, let alone three or four. Mid-twilight cost for minions is better than high or low. You want flexibility.
-wtk