Ok thanks:)
So what I want to do is to connect the battery to the Arduino and then buy a regulator similar to http://www.1topstore.com/en-gbp/car-power-supply-dc-dc-regulator-converter-12v-to-5v-3a-15w-p21794.html and connect my GPRS shield on that + servo shield.
Does it make sense?
Battery[12V 7000mah] => Arduino
=> Regulator => 5v pin + ground and connect the ground to the Arduino board
5v pin + ground
This is the gprs shield: https://www.sparkfun.com/products/9607 and this one the servo shield that has the option to attach an external power source IO Expansion Shield for Arduino v5 (Discontinued) - DFRobot