As most of you listened to the bombcast by now, you'll know that the guys kinda criticised the makers of Dishonored for using an...archaic, shell we say...method of letting player know that he/she is in a "sneak" stance. I feel that this criticism is
wrong somewhat misguided since that is not the case at all as shown in the screen below.
Obviously there's a very clear indicator as to which stance you are in. I really don't get how the guys didn't notice it. Personally I like how Arkane found a clear and subtle way to indicate the stance for the player without ruining the aesthetics of the art style.
Also, in this game there's a limit to how much cover a shadow will provide as a suitable hide spot. It really has to do with position and distance from the guard. Up close the guards will notice you right away. Besides, there's enough vertical hide spots for you to use. Combine that with Dark Vision and the need for a visual cue becomes moot.