I posted a ProtoShield Instructable yesterday. It had the benefit of accounting for the offset Arduino header, but people pointed out that it was a bit messy (I used epoxy where standard male headers would have been fine.)

The reason I'm embarrassed is that in thinking of if I should redo the Instructable, I thought of an entirely better way to tackle the problem. I'm going to leave that instuctable there, because it's still useful if you need to make a shield TODAY and you don't have male headers.

If, however, you can afford to wait a week to get some male headers from the internet, this is by far the better solution. It's faster to make and more robust (and it still handles the offset header)

UPDATE: The headers in the picture below are soldered onto what most would consider the wrong side of the board. I've added a step (step 6) that shows how you could get these headers on the correct side.

Step 1: Required Materials

Arduino
Protoboard
2 x 8pin male header
2 x 6pin male header
pliers
soldering iron (& solder)

Step 2: Modify Male Header : Long Side

Three of the headers we're going to leave alone, but one of the male headers will need to be modified to handle the offset female header on the Arduino. Let's get started:

Bend all the wires on the long side to about a 20 degree angle. I made a little template to get the angle right.

Step 3: Modify Male Header : Short Side

Next, bend the wires on the short side so they're parallel with the wires from the long side.

Step 4: Modify Male Header : Pivot

So the wires now have a shift in them, but they're at a cock-eyed angle. To fix this, give them a push with a soldering iron.

Touch a wire with the iron, and in a few seconds the plastic around it will melt. At this point you can pivot the wire so it's perpendicular to the plastic again. It may be a little off after the first push, but that's ok. You can reheat the wire and move it as many times as needed until it's in the right place.