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I also ran into the issue of all the backgrounds on the shelf having different lighting. I'd want Metropolis to be a bright golden hour, Gotham to be a dark blue or red sky, the Watchtower to be in space, Arkham to have a sickly green background, etc.
The only way to do it right would be to set up a bunch of leds unless you stick to one display at a time and control the lighting that way.
The other problem I had was setting up rooftop facades. On lower shelves it looks fine but anything at or above your eye level will start to obscure the figure, especially the ones in the back. Since most shelves are only about 10 or 11 inches tall and McFarts are 7 inches, you only get about 2 inches to play with or their heads are touching the top of the shelf. It isn't a lot of room to set up facades or stage tricks.
That said, it's still something that might look cool if someone put in the effort. When I sit in the middle of my room and spin in my chair admiring my toys I think about ways to do it but instead I just impulse buy more figures I'm running out of room for.