Does the (official) Ethernet shield work with arduino due (3.3V)?

A simple "yes" will do :D (i hope)

Thanks!

Yes.

Great! I don't have to change anything on it or so, to configure it to 3.3V, do I? for example iI've got the adafruit motor shield which has to be soldered in a specific way to make it work with the due.

Also I've found a lot of really cheap shields like this one. Are they the same? Whats the difference? Do they use the same pins as the official one ?(its important that they do)

Sorry about the double post, but today I read that the ethernet shield uses a lot of power. Do you have to use a wall adapter (or similar), or does USB still work?

USB from a PC or powered USB hub is fine.

An unpowered hub can't provide enough.