Hi, I had the same problem with a MicroSD adapter that didn't work, and a Sandisk adapter worked fine.
Here's a small module that has both SD and MicroSD sockets and may be easier to connect or mount than a shield:http://arduino-info.wikispaces.com/SD-Cards
Also I have a lot of How-To there that might be helpful. Any comments or suggestions to improve that Wiki page would be appreciated.
The only thing that worked on every card that ever worked on an Arduino for me was the QuickStart sketch in the SdFAT library. It runs at half of maximum speed: 4Mhz (unless you set it to 8MHz or 2 Mhz) and it runs cards that fail at 8 MHz. I would suggest you always start there. How-to on that on the Wiki page.