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Game Set Watch have posted an opinion piece by James Portnow, founder of Divide by Zero Games, that looks at the design approaches to creating unsharded MMOs, and the advantages that they can bring.
Games that manage this -- such as EVE Online and A Tale in the Desert -- manage to provide an environment in which players can affect the world they play in due to the fact that they all share a single world.
Portnow suggests that MMOs won't be able to provide meaningful stores in games that don't provide a single, shared world because different servers will have made different inventory and/or price choices. The article goes on to explain in detail what the problems are with creating a single shard world and proposes some solutions to support the large number of people involved.
This includes creating the natural resources supporting crafting, letting the players build their own settlements and making PvE content (quests / missions / encounters) to make life interesting for players.
http://www.gamesetwatch.com/2009/05/opinion_designing_a_single_ser.php
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