Running the Arduino Mega on 3.3 V

i will do some tests running with the internal 8MHz resonator instead.

This post and the ones that follow should be helpful...
http://www.arduino.cc/cgi-bin/yabb2/YaBB.pl?num=1264584005/6#6

If you don't want to change the bootloader, this should be helpful to get uploading and monitoring to work...
http://www.arduino.cc/cgi-bin/yabb2/YaBB.pl?num=1240016311/19#19

I know that there is a 3.3V pin on the board, but powering peripherals with 3.3V doesn't help when i need to do for example SPI with them.

The peripheral may allow 5V. You will have to very carefully read the datasheet to be certain.

Have you considered using a "level shifter" or "level shifting"?