I think the code you pulled from the forum here was corrected later in that same thread. In any case, a delay of 200ms is probably too much to see a lot happening. You should also try analogReference(INTERNAL); in the setup() section. Also play with the level adjustment trimpots and the volume of whatever device you're using for an audio source.
You soldered the passthrough headers to the shield, right? You'd be surprised how many people try it without doing that.
Additionally, the endless for loop structure is not needed. The loop() function is already run repeatedly.