If you get an "Arduino MEGA Sensor Shield v2.0" board in a Starter Kit from China, be aware that there might be a missing connection (either that or my board doesn't have proper plated-through holes and a connection on the other side of the board on that line).
The board is designed so that there is a GND line on the top of every signal pin in the center and a 5V line on the middle of every signal pin connector. Then, the bottom row is the signal pin.
However, at least on my board, between signal 35 and 36 on the V (5 Volt) row, there is NO CONNECTION. This means that the logic of having 5V on the middle pin is lost for signal pins 36 - 45 and the middle V pin will float.
The solution is simple, I took a teeny piece of wire and soldered it on the bottom of the board between pins 35 and 36 on the V row. Ta-dah.
Second, big, problem (that is well documented on the internet) is the 'USB Connector Shield shorts-out with one pin of the 2 pin PWR_SEL jumper. Ouch and dangerous. The first time I plugged the board in I got no LED and wondered what was happening. I was holding the board and felt intense heat. It was shorting the power supply completely.
It is easily rectified, however. Just snip off both of the PWR_SEL pins as close to the board as possible and sand down the pin closest to the edge with a Dremel tool and 2-seconds of contact or sandpaper used gingerly.
Then place a square of good-quality (3M Temflex 1700C, or equivalent) electrical tape, carefully cut and wrapped snugly around the USB connector. Then place a tiny 1/4" x 1/4" tape on the circuit board over that pin.
I believe that that board is now up to version 2.4; so they probably got rid of those problems in the newer version boards (hopefully); but for those who are still getting Starter kits from China, their old stock will probably last quite some time.
I suspect that many different manufacturers (Bangood, SainSmart, Mausan, HiLetGo, etc.) are all copying each other on this board; so most probably don't exhibit these problems. It should be pretty simple to determine whether you have this board. Just look to see if pin 45 is labeled correctly on the PC Board Silkscreen. If it is labeled 44, you have a board which might exhibit these problems.
Just plug in your Breakout board, and before you plug in either the USB cord or power cord ensure that the pin doesn't touch the shield. Second, take a continuity reading between pins 35 and 36 on the V line to ensure they join. Since these guys copy each other's boards... I wouldn't put it past them to have the same problem exhibit on all v2.0 boards.
Mine is called "Arduino Mega Sensor Shield v2.0" on the silkscreened PCB. Most don't have the word 'Arduino' before MEGA.
Although I have, as yet, never found a data sheet on that exact board... this v1.0 data sheet is pretty good: Mega Sensor Shield V2.0 - emartee.com