The question is too general, you need to know what USB device you want to use and start from there.http://www.circuitsathome.com/products-page/arduino-shields
"The following device classes are currently supported by the shield:
HID devices, such as keyboards, mice, joysticks, etc.
game controllers – Sony PS3, Nintendo Wii, Xbox360
USB to serial converters – FTDI, PL-2303, ACM, as well as certain cell phones and GPS receivers
ADK-capable Android phones and tables
Digital cameras – Canon EOS, Powershot, Nikon DSLRs and P&S, as well as generic PTP"
Support for more devices is currently in development.
BTW that page does not display correctly for me in either Firefox or IE unless I make the browser fullscreen, which I vary rarely do. (Unless someone posts a megapixel picture to the forum)