It depends on exactly what you are looking for.
If you look at the various sensor shields, they tend to have all of the pins broken out into rows that allow you to use a standard 0.1" 3 wire servo cable. Here is one vendor (yourdunio.com) selling the V5 sensor shield: http://yourduino.com/sunshop2/index.php?l=product_detail&p=95
Seeedstudios had its grove system, but that appears to be discontinued: http://www.seeedstudio.com/depot/grove-base-shield-p-754.html
I tend to make my own version of sensor shields on breadboards, laying out the pinouts in a spreadsheet, and making custom cables. Here is a post where I talk about getting the supplies for custom cables: http://forum.arduino.cc/index.php?topic=197394.msg1457119#msg1457119