The shield footprint is the same for Arduino and Arduino Mega. However the mega has many more pins available that most shields can't use.
There is an issue with the hardware SPI pins being different on the Mega, however some shields use the ICSP header to connect to SPI which is the same on Arduino and Mega.
(Actually that's not strictly true as the ICSP header lacks the SS line, but that usually doesn't matter for SPI in Arduino-as-master mode).
So if you are using SPI on the shield its worth looking out for this.
The best semi-permanent way is to use a prototyping shield which allows arbitrary connection to any of the pins and can just be plugged in a shield-stack - there are various prototyping shields, some have screw terminals for instance.