Arduino Mega failure after first use of Mega Shield power connector
I want to make this obvious to the casual reader:  Mega Sensor Shields -- all versions I've data on -- run the power connector to +5V.  

The power connector is not power in, as defined by the base board.  In fact, there is no direct way to get to the base board regulator from the shield.  (A pin exists for Vin, but it isn't connected to anything on the shield.  It's mechanical support.)

It's intended to supply more current to devices connected via the shield than the base board does.  

There is a jumper that disconnects the sensor shield +5 rail from base board power to allow independent +5 volts distribution to the shield attached devices.