I made this little (and rather trivial) board to allow me to connect an Atmel JTAGICE3 to an Arduino MEGA (also MEGA2560 and MEGA-ADK) for debugging (ie from Atmel Studio.) Since it prevents shields from being used, it may not be terribly useful. Also, it's a pain to set up on the software side. But it does seem to work.
MEGA-jtag-adapt on Flickr