Probably the point where intended hard-checks or counters fail to do their job properly. This is a lot more necessary in early-game though. By late game the player has so many tools we don't -really- need to do that as much anymore, outside of the segments where you play as other characters.
There will be some more Shadow Pokemon in the future, but they're not the focus of the plot. You've already destroyed the factory they were made in, after all.