I know that it is possible to connect a stepper motor directly to an arduino ([as displayed here](http://arduino.cc/en/Tutorial/StepperUnipolar)). I know that another option is to use a motor shield (for example the [Arduino Motor Shield](http://arduino.cc/de/Main/ArduinoMotorShieldR3) or the [Adafruit Motor Shield](http://www.adafruit.com/product/1438)).

What I would like to know: What are the actual advantages of using a motor shield?

Is it just a question of convenience? Or does a motor shield do something that could not easily performed without a shield? Does it allow me to connect more motors than I could connect directly without a shield (power supply comes to mind)?