LukeZ:
Actually, looking at the shield schematic, it appears I can drive the GSM shield through the VIN connection with up to 20 volts (this is what the onboard LMZ12002 regulator can accept). Since my shield won't be connected directly to the Arduino power, I think I can power it straight from the car battery (~12v). In that case I don't believe the capacitor in question will ever even come in to play. So far as I can tell it is only to buffer the +5v input.
Hey LukeZ, does your solution work? I've recently bought a GSM shield from RS and I've just read this discussion, I've got the orange guy on my board and I'd like to minimize the risk.
Somewhere I also read about cycling power some times to make it more robust, if doesn't go flambé in the meantime.
BTW, there isn't any note on the GSM shield page about this issue I'd appreciate a refound for my board while looking for another GSM shield.
Thanks for sharing.