Inspired by Nick's UNO pinout I did a similar one for the Arduino Mega2560 R3.
Annotations are color coded. Green have the same function and position as the Arduino UNO R3. Red are differences, where the functionality has moved on Mega2560 compared to UNO. In general, this means that the UNO put several functions on one pin and these have moved to separate pins on the Mega. Blue is for differences due to added functionality (extra pins).
I find it convenient to use the GND pins near to the analog input pins as analog grounds, and to use the GND on the end block for digital grounds, when linking to external circuitry.
Update: correct SCL to SCK, correct colors, call out second ICSP header