The greatest challenge and the greatest pleasure in writing fiction lies in foreshadowing. It's at the heart of the relationship writer-reader. I guess it's tied with mystery and crime fiction a lot. There's not much foreshadowing to Pride & Prejudice...some would say "...but add ZOMBIES and you hold on to something". Foreshadowing and palimpsest writing are the two most exciting literary techniques I find.
I know Palimpsest is a scary word. In a literal sense, it means to write over a manuscript that was already used. That's exactly what a good mystery is. You have to tell a story to dust off another one who is the real story, the backbone of your drama. Foreshadowing is essential to this technique, because it's element of the buried story that will resurface into your second one.
Will your reader be able to guess in advance what really went on behind the drama you're building? It's wherein lies the biggest challenge of a mystery writer. Will you give too much and make it easy? Or will you make it way too cryptic for the readers, so they feel cheated in the long run? I tend to be guilty of the second crime. Part of it is because my girlfriend is so good with solving mysteries, so I'm trying to be as subtle as I can.
I personally believe that good foreshadowing lies in elements. Like Chekhov's gun for example. It's easy to explain with dialogue what's going on, but it's through elements that you can build the puzzle. Piece by piece. A good string of elements, tied together with characters that have something to hide will cause the writer to start thinking. Chekhov's gun theory is considered to be the most refined form of foreshadowing, but isn't it the only proper one?
