Though i cant say i like the "bend the pins" idea as repeated jiggery will totally wreck the headers after 2 or 3 sessions (not to mention how horribly the shields will sit with an 1/8th inch of pin bent over and binding up) and do i want to be able to easily put it on my Duemilanove again at some point, i do like the ICSP header idea though, it's tidy and works.
Unfortunately my uSD shield doesn't have the ICSP header. I suppose i can always try Bit-Banging SPI out of 11-13 on the mega until someone convinces sparkfun to put an ICSP on their uSD shield and pull the SPI from there instead.