Creating an arduino shield from a piece of copper plated protoboard is easy and saves you about 15 bucks. The end product will snap directly to the arduino board, creating a reliable electrical connection between your circuit and the arduino pins.
As shown in the images above, solder header pins
to the protoboard so that the arduino fits nicely onto the board. Unfortunately, the spacing between digital pins 7 and 8 on the arduino is not the same standard 2.54mm as the protoboard, this means you may have to use longer header pins and bend them into the correct position if you want to get a good fit with these pins (fig 4). I usually getting around this problem by designing projects that do not use pins 8-13 if possible.
As shown in the last two images, other components can be soldered to the protoboard and connected directly to the header pins.
protoboard with copper Radioshack 276-147
male header pins Jameco 103393
extra long male header pins Digikey 929834E-04-36-ND