I just want to make sure I've understood the other posts I've read about this subject.
The Arduino mega officially needs 10V to 12V power supply if you don't use the USB for power.
Servos need from 5 to 7 volts roughly, and take a lot of current.
So ideally this is the arrangement I should use...?
You should use a separate power supply for servos, as they inject voltage spikes into the power supply that can damage the Arduino, or cause it to malfunction. Don't forget to connect all the grounds.
That supply must be able to provide 4.8 to 6V at 1 Ampere/servo for small servos, up to 3 A/servo for large servos. So, minimum 6 Amperes for 6 servos. For more info, post a link to the servo.
Arduino mega officially needs 10V to 12V power supply.
Or 5V, if you use a voltage regulator connected to the 5V pin.
That is no where to be found on the Arduino website. On its official page in the tab "TECH SPECS" is says: Input Voltage (recommended) 7-12V
Unofficially we say: use 7.5 or 9V and don't go higher.
You can power the servo motors with 5V and you could power the Arduino Mega board via the 5V pin with 5V (it has consequences, but some do that).
Hello @Koepel , here is where I got that info from:
I've had a look at the Mega Specs and the servo specs and I think the simplest thing is to supply both with 5V from two separate 5V power supplies.
@jremington and @Koepel , thanks for your advice.
The servo is here, recommended voltage 5V.
I had not considered applying 5V direct to the 5V pin. If I do that and connect up the USB for debugging...will there problems?
No.
The MG996R requires 2.5 Amperes start current, so plan on about 15 Amperes minimum for the servo power supply.
Yes and no 
When powering a Arduino board with 5V to its 5V pin, then it is possible that a current will flow into the computer via the USB cable. The Arduino Mega has a 500mA polyfuse a mosfet in the path. The polyfuse should prevent major problems.
If you have a very strong 5V power supply with a very thick wire and touch the 5V pin with it, then the voltage regulator might blow by a reverse current peak. If you first connect the 5V power supply to the 5V pin and then turn on the power, then there is no problem.
Because if this, some advise not to power an Arduino board with 5V pin, because it is 5V output. Others advise to use what is best if you know the risk. There are even Arduino users that prefer to run a Arduino board with 5V to the 5V pin.
My opinion is all of the above 
The MOSFET should protect the USB port, but there is always a risk of some sort.
It is safest to power the Arduino and servos separately.
@jremington , Hmm. I was not talking about the servos, I was talking about the USB power vs the power from the 5V pin. From @Koepel , reply it seems that the 5V pin is designed as an output. So I'll put 7.5 on the MEGA power input and 5V on the servos, with separate power supplies.
It is designed to be used as a both. Lots of people use it as a power input.
Arduino Mega 2560, tab "FAQ":
5V. This pin outputs a regulated 5V from the regulator on the board. The board can be supplied with power either from the DC power jack (7 - 12V), the USB connector (5V), or the VIN pin of the board (7-12V). Supplying voltage via the 5V or 3.3V pins bypasses the regulator, and can damage your board. We don't advise it.
That is the official text. It is possible to damage the board, but only if you try really hard.
I have a small power supply with a turn-knob to select a few fixed voltages and 7.5V is one of them. That is what I often use. It is safe. For a final project I sometimes put a DC/DC-converter of 5V on a prototype shield and power the board via the 5V pin.
I found this link on servo power very interesting:
I'll measure mine this weekend and report back...
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