You can use longer pins for the pins that plug into the headers.
Take a look at headers here, there is a 20 pin socket strip with 5-wrap long pins that I use.http://www.marcospecialties.com/
I have the specific link at home, and have also posted it here in the past.
Or,build up your own standalone aruindo with the other parts you will be using.
Lay it out like it was a PCB, then wirewrap it for testing.
Thank you. Actually, your comment gave me another idea...I plugged in socket headers on all the Arduino sockets, then I plugged in my protoboard (with long pin socket headers). Kludgey, but it works - gave me the extra space for the 3-d w-w pins.
Now if someone would only make a reasonably useful protoboard for the Mega, would be in business. The three that looked the most useful all had the reset sw and the ICSP header in the middle of the board....what a stupid design.
They should take some queues from the PC104 or the pico-itx crowd....oh well. I'll probably spin one up and see how it turns out.