'Level' Arduino shield.

How much of a task would it be to just use connections to connect one arduino pin to the corresponding ones on the shield slots? What is preventing that?

Isn't what I showed in #18? 3 header sets, one for and arduino, 2 for slaves?
Or did you mean with wires?
You could make up a Y cable from arduino to slave using these parts from pololu.com:
Male pins to plug into the ardiuno
Pololu - Male Crimp Pins for 0.1" Housings 100-Pack
female pins for the shields
Pololu - Female Crimp Pins for 0.1" Housings 100-Pack
crimp housings to organize the wires
http://www.pololu.com/product/1907
can also get preterminated wires to get you half way there
http://www.pololu.com/product/1801