Most end users do not equate using certain applications or devices with extreme consequences. This is where IT needs to be flexible and communicate well. Instead of telling end users they can only use one system for work, clearly outline what type of data is okay to work on in unsupported applications and which data should remain secure in your supported network. Make sure that you identify allowable uses in your Acceptable Use Policy.
The time has come to move past the denial stage of Shadow IT and communication is key. Educating end users and providing clear, concise, information usage guidelines can help you develop enforceable boundaries. Take the time to understand the processes and needs of employees. Research and employ solutions that address those needs, both current and future. This, combined with a solid cloud and SaaS application strategy can rein back in your end users and data.