Just as a point of comparison, I am currently using an ITead bluetooth shield (which I got mainly to avoid dealing with figuring out pinouts and soldering), and it works, but took a while to understand how to use correctly. Here's my bluetooth story so far:
http://home.comcast.net/~tomhorsley/hardware/arduino/ITead.html
There is a link in there to the "missing datasheet info" I've figured out while using it.
I suspect that I would indeed have been better off getting one of the bluetooth modules recommended above that already has the pins soldered to it for simple breadboarding.