Shannon McNally was born in Hempstead, on Long Island. While studying anthropology in college, McNally began singing and playing guitar in clubs, and after graduating honed her skills on the streets of Paris as a busker. The willowy, graceful McNally secured a deal with Capitol in 1997. While the label was interested in marketing her as a second-wave Alanis Morissette, McNally herself was intent on making an acoustic record. Eventually, she won the execs over and entered the studio with a talented bunch of studio pros who included Jim Keltner, Benmont Tench, and Greg Leisz. The result was Jukebox Sparrows, a soulful, countrified affair that mixed the well-crafted professionalism of Sheryl Crow with more disparate '70s influences like the Band and Little Feat. Despite the album's promise, it was shelved indefinitely amidst power struggles at Capitol.

In the interim, McNally opened for Stevie Nicks and Ryan Adams, and was part of the 1999 Girl's Room tour with Tara MacLean, Kendall Payne, and Amy Correia. She also modeled for Urban Decay cosmetics. In 2000, McNally issued the holdover EP Bolder Than Paradise. When Capitol finally issued Jukebox Sparrows in January 2002, it did so into a market that had already embraced such roots-flavored material as Ryan Adams and the O Brother, Where Art Thou phenomenon. McNally embarked on an extensive press tour, and spent the summer of that year supporting John Mellencamp. In late 2002, she released the Ran on Pure Lightning EP. A casual, easygoing recording, the project was a collaboration with songwriter Neal Casal.