Note that not all Duemilanove shields are compatible with the Mega. For example, the four pins used for SPI in the Duemilanove have been moved in the Mega. Perhaps some other functions have also been moved.
I have both boards. I need the Mega for my chess program as the program requires a minimum of 6 KB of RAM and that means a need for an 8 KB RAM chip like the Mega's avr1280.
The US$65 price for the Mega seems a bit high by about 20%, but if that 20% goes to the developers to support work on future products, then that's fine with me.
The future product I'd like to see is an Arduino that uses a 32 bit microcontroller.