Computer to Arduino Interface Options
The limiting factor is likely your computer's serial port, drivers and/or the Arduino library.  If I recall correctly, the AVR UART can go up to its clock rate divided by 8 or 16, and an FTDI chip can be at arbitrary baud rates equally high (3 Mbaud for this FT232RL on my desk).

Most shields are going to communicate over the AVR UART, so if the Arduino library is limiting you then they won't help.