I have one development environment that I use to test webpart or any customizations before deploy to the production server. However, I always failed to setup Shared Services for this particular server, which causes all the search, my site, profile, etc are not working. When the Shared Services are in provisioning stage, it's stopped with timeout error, and in the SharedServices list itself, it's written "Provision in Progress".
At last, we manage to find the cause of the problem, it's caused by SharePoint Services Timer in Windows Services, which is stopped before, because it consumes a lot of resources when some heavy testings are needed. When the Windows SharePoint Services Timer has been started, the Shared Services can be created smoothly.