Shed dormers are better. But snow dumping from a shed dormer to the roof below can cause damage, particularly if large chunks of ice have formed. If valleys or dormers are unavoidable, additional measures can be taken to reduce snow accumulations and potential for leaking. Most people think of insulation as a measure for saving energy. But roofs that are well insulated are also less prone to leaking.
Heat escaping through a roof can cause snow to melt.
When the resulting water hits uninsulated eaves, it freezes again and can form into an ice dam. The expanding ice can cause roof damage and create leaks. Methow Valley roofs should also have long roof overhangs. They'll prevent or reduce snow piling up against the house, which can cause excessive deterioration of siding. There's good reason for this.