The wireless device you specified is Xbee, not "WiFi". Xbee will not talk to WiFi.Now there IS a WiFi module in the same form-factor: http://www.sparkfun.com/products/10822 Both the joystick shield and the LCD shield want to be "on top". So you will need to rig up something to break that tie.
You have more options for the joystick, switches, rotary control, etc. than you do for a 4-line display. I would find the display you like and then work on the controls. IMHO, a rotary control would be a better choice to navigate screen menus than a joystick.Here is a complete display and control unit in a single Arduino shield. This would be my first choice for such a project...http://liudr.wordpress.com/gadget/phi-panel/
Liudr isn't very good about showing people where they can buy his products! :-)I would have expected him to at least have a link on his blog page there.How about this: http://arduino.cc/forum/index.php?topic=58615.0
I am quite sure that Lidur's display shields will work with Arduino Mega.
KE7GKP,Thanks again for mentioning my shield!Lcornelius, Thanks for ordering. I got your order packed. Will ship in a day or two. Yes, the shield works with both UNO and MEGA. For mega, the I2C bus is located at different pins (for on board RTC and optional EEPROM). You will need to jump to the correct mega pins, detailed in the documentation (I think mega pins 20 and 21). I've bought my mega 1280 clone a while back but didn't have time to play with it much. Some members on the forum have already used the shield with 16*2 display with mega. The 20x4 display version is specifically designed to NOT cover any of the pins on MEGA. See the notch on the right side of the shield board My shield can be stacked above a Xbee shield and the shield kit has RTC chip with battery so you don't have to buy an RTC separately. Let me know what exactly you want to do and maybe I can help. Just keep us posted.
Typically a wi-fi or Xbee shield or Bluetooth shield will have female headers on top of them so more shields can be stacked above them. That is what shields all do, they stack. You probably can't stack anything above my shield due to the large display but it makes sense to have the display shield on top. I'll be happy to help once you get your other forum thread up for your project!