Adding depth to your shapes just makes everything much more interesting. A key element in adding depth is being an expert at drawing Parallel Lines (lines that run in the same direction, like train tracks). Take sheet of paper and practice your Parallel Lines.
Now let apply the concept of parallel lines to our shapes.
As we can see in this image, the blue, the red and the yellow lines are parallel to each other.
For round shapes, all your really have to do, is just add shadows.
Here is a short video clip of how I drew these shapes, and added a little depth to them. Take sometime to practice drawing shapes and adding depth to them, use up several sheets of paper if you have to, no such thing as too much practice.
Here are a few example of how shapes are in pretty much everything we see.