Some creatures are stronger or weaker against different damage types. Conventional damage is a good all-round damage type that works pretty much the same on everything (there are of course variations, but resistances to slashing, piercing and crushing tend to be fairly neutral). Particular creatures can have a much wider range of resistances with other damage types; for example, spiders have a 100 resistance to poison, but -100 to ethereal damage.
Specifically for shadow weapons (which are covered by a separate skill from the slashing expertise), most creatures in act 2 would not be too different. Ghosts (for one) would be easier to kill, since they have a shadow resistance of -80, while fire demons would be harder to handle, with a resistance of +100.
Playing a warrior / archer combo, I collected all the different arrow types thinking if I had a problem with a particular creature I could switch to something they were vulnerable to, but I ended up just sticking to conventional damage (normal arrows, then power arrows, and splitting arrows came in handy once).
If you are not lazy like me, though, switching weapon types to match target vulnerabilities for various areas can make things easier. The 'Creatures' appendix of the Beyond Divinity Strategy Guide
lists the stats and resistances of the creatures in the game, broken down by act and region.