Blocking is the key to a great shawl -- especially a lacey one. There are many tutorials online, but here's one that explains things well, with lots of pictures.
I finished my Little Acorn Leaves Shawl (ravelry link) and, let's face it, it looked like a wadded up blob of yarn.
After soaking in a bath of Soak and cold water, I spread it out, pinned it every few inches, and let it dry on my blocking mats.
After drying for a few hours -- it turned into a beautiful lacey drapey shawl. Blocking is a miracle.
This is yarn from my Foxfire Fiber and Designs 2009 Sheep Shares. It's Cormo Alpaca lace in the color acorn. The color is actually best is the middle picture.