So I assume that the whole Arduino Duemilanove concept is to be able to easily plug & play with a shield. In a lot of the photos I'm seeing of shields attached to arduinos, they appear to be soldered together. I've yet to order my first kit, so I haven't had my hands on one yet. Are they built so that you absolutely have to solder them, or is that just an option? :-?
The shields typically have male headers protruding from the bottom, which plug in to the female headers on the Arduino board.
There is no soldering between the two boards.