Yes you can use Mega in place of Uno. Not all shields will be compatible, you may need to add a couple jumpers to pick up signals from other pins.
Some won't work at all; for example, the NooTropic Design VE shield won't work on the (standard?) Mega, because one of the pins that is needed (which is on the ATMega2560) isn't brought out to the jumper block!
This is discussed on the NooTropic site:https://nootropicdesign.com/ve/whynotmega.html
The "workaround" would either be to "hack" the official board (soldering a jumper to the uC - probably not very easy given the pin spacing) - or (as noted in the above link) purchasing a Seeeduino Mega and adding some wire jumpers between the shield and the jumper blocks on the Seeeduino Mega.
So - ultimately, you have to be very diligent with your selections, and read over the description of the shield/board to make sure it can be used "as-is" (or if there is a workaround). I would say boards that flat-out won't work because of "missing pins" (maybe "unallocated pins" would be a better description?) might be in the minority, though.