I noted this solution in my preview of Pages for Macworld, but I thought I should get it in the database here ... and I've discovered the problem is a bit worse than what I described. Briefly, the problem is that drop shadows applied to objects in Pages are sort of lost when exported to PDF -- they look and print fine in Preview, but vanish when viewed or printed from Adobe Reader on the Mac or PC.
After some more testing, I've found out this same issue applies to Keynote, so it's an iWork-wide issue, not just Pages. The (expensive) solution, as noted in the article, requires Adobe Acrobat. This is a pricey workaround, but it does work. Instead of using Export from Pages or Keynote, use Print, and select 'Adobe PDF' as the printer. When the print job is done, you'll have a PDF that has functioning drop shadows on all PDF viewers on all platforms.
The downside, in particular with larger Keynote presentations, is that Acrobat makes much larger PDF files than does the Export function. I exported my Macworld slides (50+ of them, all with graphics of some sort) from Keynote, and the PDF was about 11MB in size. I then used the Acrobat method, with the Acrobat settings set to "smallest files," and got a 39MB resulting file. Opening this up in Acrobat and playing with the options in the Advanced menu, I was able to get it down to 16MB, but it took a fair bit of time and effort. I don't have any huge Pages documents, so I haven't noticed this same problem, but I would expect it to hold true there as well.
Hopefully this issue is addressed in an iWork 1.1 update relatively quickly!
Mac OS X Hints
http://hints.macworld.com/article.php?story=20050128061335672