Shelly, an agnostic, was a writer and director of independent films as well as an actress.
UPDATE (November 7, 2006): A 19-year-old worker, Diego Pillco, who was helping renovate the Manhattan apartment that was Shelly's office, has confessed to killing her and hanging her from the shower rod in the apartment bathroom.
UPDATE (February 18, 2007): Adrienne Shelly's murder has now been fictionalized into an episode of Law & Order that aired last week, titled "Melting Pot." The episode is really a mix of Adrienne Shelly's murder and Theo van Gogh's murder after making the film "Submission" with Ayaan Hirsi Ali--the character Erin Garrett is a combination of Shelly and Hirsi Ali. She is found hanged in her film office, and to have recently made a documentary film called "Fire Under the Veil." (Shelly and Hirsi Ali are both known for being atheists, but atheism doesn't factor in the Law & Order episode.)
This may be the first time when the murder of someone who appeared on Law & Order was fictionalized in an episode of the show. She appeared in the episode "High & Low" in 2000.