What you have to come to terms with is that, apart from the obvious, like Ethernet or GPRS, nobody makes a shield the way you want it. This means that making your own is worth investigating. You can use standard PCB terminal blocks on a proto shield as shown, but I only needed two sets of three. Note that these terminals are at 0.2" spacing and need sensible space for cable way, so they are inclined to chew up the real estate somewhat.
Using an Ethernet shield is not really a problem but it does usually go underneath. I understand you can get extra long leg headers but I have just used ordinary long headers matching the Ethernet shield down the far end with no board..
