With the tall RJ-45 jack sticking up higher than the headers, it can be difficult for another shield to plug into the Ethernet shield. I have a prototype shield (sparkfun, I think?), which even without my adding components to it, wouldn't plug in well. There are through-hole components mounted just above where the ethernet jack is. I had to cover the jack with electrical tape so that they wouldn't short on the casing, and had to rubber band the thing together to help ensure a good connection.
An obvious solution would be to put the prototype shield in the middle of the "sandwich" but I have an even taller jack on mine ![]()
If taller headers are available, they would really be more appropriate!