I had a Adafruit music maker MP3 shield (with amp) connected to an Uno R3. Everything worked beautifully and it was playing music whilst powered through the USB. I then disconnected it and powered the UNO (with shield attached) via the power socket using a wall wart 12V 1.5A adaptor. Nothing happened. I reconnected to my computer and the Arduino works without the shield (at least the blink test does) but if I put the shield on it fails to communicate with the board and the speakers just hiss... I don't see anything on any of the shield docs about acceptible voltage but I assumed(!) that if the UNO R3 is fine with 12V then the shield would be? ... I assumed to get the most out of the 3W amp I'd need more than 5V anyway... any advice appreciated.
Any good/cheap alternatives to buying another shield - I need to play MP3s and I need it amped. I could buy a small standalone 5W amp board I guess.
Thanks,
Simon
I've never used it but it looks like it's 5V. 
Normally, a shield plugs-into the Arduino and it would get it's power from the Arduino's 5V pin, which means if you are powering the Arduino from 12V (at the barrel jack or Vin) you'd be going-through the Arduino's voltage regulator.
With a bridged output (where one output swings positive while the other swings negative, with no ground to the speaker) and a 5V supply you can get a theoretical maximum of 10V peak-to-peak across the speaker. Thats about 3.5V RMS for about 3W across a 4-Ohm speaker. The real wattage depends on the voltage-loss through the amplifier.
Thanks yeah - I assumed the Adruino wouldn't pass through the 12V ... argh that was expensive...
Assuming you got lucky, you may have just blown a fuse. Look for any sort of fuses on the board and replace it.
Alternatively, hook it right back up to the power supply and find which part is getting hot.
Assuming the overvoltage shorted that component fast enough, you may be able to replace it to get your shield working again.
If neither of these work, then unfortunately you'll need a new shield.
Are you sure it's the board and not the way you connected to the board? Yours has the class D amp built in, right? Your Uno should be powering the board with its 5V regulator, did you test its output? The 12V adaptor shouldn't damage the shield at all. What speakers did you connect? 3W amp isn't much, is the level on the amp set to max output (through jumpers, maybe?)
I know the Adafruit Wave shield uses SPI to communicate with Arduino, so to make code revisions, I always had to physically separate the Arduino from the shield and upload that way.
Double check your volume output, smell the board and Arduino for burn, try using the headphone jack with speakers disconnected. I have used the amp that is built in to your shield, I'll be honest, it's...ok. It's not loud enough at max for suitable audio in my Hallowe'en props; I've always used the line level out of the Wave Shield to a guitar amp or line in on stereo receiver. Not the most portable of options, though.
I just tried testing the 5V output of the arduino and ended up frying the arduino (the 3V voltage regulator went up in smoke...) this is not a good week 