I'm doing my first robot with servos, and I was wondering where I could get some cheap (under $20/piece) servos that could be used on the Duemilanove without any additional shields. Any suggestions would be appreciated!
For one i know that the mg995 will not work without external power supply.
But if you are going to use an external power supply, all servo's will work, and there is never any special shield needed. Shields will only make your connecting life easier.
I do not know what kind of power you need out of your servos, so I cannot recommend a direct servo model.
I used Hitec HS-311 which are about $8 each.
Go search for HS-311 on towerhobbies.com
3 for $23.10
(Killer price. I bought 20 of them for about a dollar more each! )
Inexpensive servos that may have free shipping.
thanks. What power supply should I use for a 2-servo system? It's going to be rolling a lightweight body (probably plastic or aluminum), so it doesn't need to be a power house.
4 AA batteries?
Are you going to be using the servos to power the wheels? If so, my recommendations above are not accurate.
You want continuous servos. The ones I linked to are 120° servos.
Another option might be to go with a rechargeable backpack battery.
http://www.liquidware.com/shop/show/BP/Lithium+BackPack
A bit on the expensive side, but nice. Recharges from the mini usb jack.
yes, sorry I forgot to mention that they have to be continuous motion.
Below are the typical servo type batteries.
yes, sorry I forgot to mention that they have to be continuous motion
Many common servos are easily hackable for continuous rotation (I assume that's what you meant), even by people like me with ten thumbs.
(And please, when you've hacked them, don't call them servos, OK? 
)