Shield's are at fixed sizes (Uno or Mega footprints typically). If you want smaller, you can either use a third parties breakout board or The teensy audio board which can stack (same size 1.4" x 0.7") on the Teensy 3.x You then have the advantage of having a powerful ARM (Due level processing power) processesor that you can program in the arduino environment for about $35 total (audio shield and the Teensy 3.1 ARM board). In my mind it is a great value!
The audio shield; PJRC Store
The Teensy 3.1: PJRC Store
