Floating wall shelves are becoming very popular, they are very stylish.
With no visible support these shelves look great.They are quite easy to put up. The only downside is they are limited to how much weight they will hold depending on what sort of wall you have and can be prone to sagging.

In my opinion they aren't really suitable to put on plasterboard walls unless they are holding very lightweight things. The ones you can get from Ikea or Homebase etc. come with a special brackets which attach to the wall with lots of screws (make sure you use ALL the holes!!! or they may not be strong enough )

For alcoves you can achieve much stronger shelves by making your own floating shelves with wooden battens. This is quite tricky and beyond my scope here.
Alternatively there are companies who can supply made to measure shelves like this with a choice of wood finishes/colour. Take a look at www.shelvingcompany.co.uk. They supply both floating wall shelves and floating alcove shelves. The pics. below are from their site.