Jenn, I really think it depends on the industry. Which is probably not what you want to hear. What type of positions are you thinking of? It may be difficult to arrange a job shadows for many types of roles, since many employers won't allow someone to bring an external person into the workplace for that purpose.
I would start by setting up information interviews with people you know in the industry. If you're actively interviewing, you can certainly ask for a job shadow as part of the recruiting process. For people in your social network, ask to meet them for coffee (or a drink, whatever you prefer) and just ask a lot of questions about what their days are like, what they like, don't like, etc ... just remember, most people are happy to help! I've been asked for information interviews plenty of times and I really never turn them down. If I can tell someone isn't a good fit for the role, I will gently tell them about some of aspects they may not find desirable. LinkedIn is a good resource for finding people. If you have a connection that knows someone that can help, you can ask for an introduction.
Good luck!