Thanks for your reply. I do have all the pins grounded and my piezo is on pin0 of the shield. I tried other inputs at random but there's no output except occasionally it will say something like this: "Status=144 Pitch=42 Velocity=70 Status=128 Pitch=42 Velocity=127" but not in response to hitting the piezo. That's using your debug MIDI message code at 9600 baud.
It's strange and maybe Uno Rev3 doesn't like the Mayhew MUX shield, although it does work with the analog in test code from their site.
I'll order a Duemilanove to play with next week and try it out again.