The biggest issue with protoshields, is the Arduino funky pin spacing. Mike Cook has a way to make larger protoshields with plenty of prototyping space. Handier than breadboards, as the project is more “permanent”. Mike has been helping us with our Arduino / Mitutoyo Micrometer project, and has a bunch of great Arduino tutorials on his website. Check them out, though you will need to do a bit of digging, as he has all kinds of fascinating stuff posted.
http://www.thebox.myzen.co.uk/Hardware/Arduino_Shield.html
http://www.thebox.myzen.co.uk/Tutorial/Introduction.html
http://www.thebox.myzen.co.uk/Workshop/Introduction.html