The Mega 2560 is an update to the Arduino Mega, which it replaces.
this was present in the second link you gave 
! it is the latest one along with the uno
that one has a crystal unlike the one on the arduino page
Are all the shield fits Arduino Mega or will I be limited in shield options because I choose the Mega (instead of the Uno for example)
no all the sheilds are designed to go with both the uno and 2560