Decision of power supply for Arduino GSM shield

Hello ,
I am using Arduino GSM shield with Arduino mega to upload data to database , I want to hook up Five sensors to mega .
Each sensor works on 5V and 20mA to 0.5 A.
I read about GSM shield that it take 's upto 2A current during peak time and USB hub is not sufficient to provide this current.
I want to power arduino from external supply, what should be the rating of battery ?
If i apply External supply of 9V to 12V , will it damage Arduino ? As GSM takes lots of current and rating of arduino dc jack is not that much to sustain.