Hi! I ordered xbees series 2 from RobotShop a week ago, I was wondering if I needed the wireless shield to be able to connect it to the arduino.
yes, unless you want to wire them manually. i think sparkfun sells xbee-sized ribbon cables, e.g. if your arduino already had a shield so you needed to swap pins.
shields are nice and make the combination of devices convenient, but not absolutely necessary. The serial pins are 5V tolerant and the arduino has a 3V supply. I recommend choosing a shield that will meet your needs, but if you haven't when the XBees arrive, you can always wire them in direct to start your project. Also, you don't need a full blown shield, there are breakout boards that can do the job. Sparkfun and adafruit both have them and there are others out there. Search around and read their capabilities before choosing, don't just grab the first one you run across.
Thanks! I was wondering why so many people used shields since there doesn't seem to be much on it. I'm planning onto maybe make my own xbee shield in the future, and I'm a bit tight on my budget.. ^^;;