Here's a handy Arduino shield: we've had a lot of people looking for a dedicated and well-designed data logging shield. We worked hard to engineer an inexpensive but well-rounded design. Not only is it easy to assemble and customize, it also comes with great documentation and libraries.
You can get going within an hour - saving data to files on any FAT16 or FAT32 formatted SD card, to be read by any plotting, spreadsheet or analysis program. We even have a tutorial on how to use two free software programs to plot your data. The included Real Time Clock timestamps all your data with the current time, so that you know precisely what happened when!
There is a small power supply on the board for generating 3.3V @ 250mA. We don't use the 'built in' 3.3v regulator on the Arduino because its only guaranteed up to 50mA and some SD card need a lot of power when writing. This supply is nice and steady, we can use it as an analog reference too! We have two sets of bypass caps to try and keep both 5V and 3.3V supply nice and clean - the 100uF ones are for the low frequency noise and 0.1 for higher frequency
The real time clock is the DS1307 from Maxim, which has a battery backup (CR1220) and communicates with the Arduino via i2c (the SCL and SDA lines). i2c requires pullup resistors on the clock and data lines, which you see as R1 and R2. 2.2K are good values, but if you're in a bind, 1.0K to 10K will probably work fine.
The RTC requires a single 12.5pF load crystal at 32.768 KHz, Q1 - this is how it keeps time
There are also two LEDs for general purpose blinkin' - we like to use them to tell when the SD card is being written to.
SD card interface:
The SD card holder is connected to the Arduino through a buffer IC3. The buffer is a level shifter, converting the 5V signals into 3.3V ones which are safe to use. (For some cards its OK to use 5V signals but you risk the card being permanently damaged!) There is a pull up on the CS line so that if you program the Arduino with a ISP programmer while theres a card in, you wont scramble it.
There are two 'unused' lines from the SD card - Card Detect is shorted to ground when a card is inserted. Write Protect is shorted to ground when a card with the safety switch flipped is inserted.