The easiest way to change shading is to fire up the rendopt.exe program. This is a configuration utility for Render Options.
Setting the shading model between Gouraud and Phong is just one of the options in the handy program. There are nice levels of anti-aliasing, the ability to customize the high emission glow radius, options for shading method, soft shadows, and image blurring. There are else options for some special rendering modes such as wire frame (different from the one available in the render menu) and outputting the render as a heightfield (handy for making bump maps and other game related functions.)
Pixel shaders is a trick question. DoGA was originally targeted for DirectX 5.0 and now requires DirectX 7.0. It has no true shader functions as in the ability to use external shader files. That is also revealed in its external animation system which has key frames but no support for mesh deformation (ala DirectX 8.0.)
Having said that, DoGA can mimic a number of special effects what you associate with shaders. First off, DoGA has support for animated textures so UV scrolling can be faked as well as classic looping animation such as lava, water, smoke, and clouds. You can even pull off some clever caustics hacks since animated textures can be used with specularity, transparency, bump maps, and glow masks.
The cell effects in L3 are also very configurable. You can set the angle thresholds for the various shades, the base shading colors use, outline color and thickness, you can also choose sharp or graded boundries and select the size of the transitions. This is handy in distingushing between manga and anime. Manga tends to have sharp bounds due to the use of zip tones that are usually cut and placed. Where anime (and some manga) use air brushes to create the transition from one shade to the next.
Note, these are all render effects and many will not export to .X. I like to pre-render complex textures to a flat panel and then load that cooked texture in and use that for DoGA when I know that I'll be exporting to .X.
Does that cover it well enough or did I miss something? I don't use shaders that often due to the low tech machines that I have. So, some of my knowledge is second hand in nature.
--
TAZ