Is the LED lit? The Stepper and DC motor connections wont do a single thing if the LED is not lit

Don't bother writing up uploading code or wiring up motors if the LED doesn't light up, its not going to work.

The LED indicates the DC/Stepper motor power supply is working. If it is not lit, then the DC/Stepper motors will not run. The servo ports are 5V powered and does not use the DC motor supply.

Please read the user manual for information about appropriate power supplies.

Not really, its meant for larger, 6V+ motors. It does not work for 3V motors unless you overdrive them at 6V and then they will burn out faster

Please read the user manual for information about appropriate power supplies.

Motors take a lot of power, and can cause 'brownouts' that reset the Arduino. For that reason the shield is designed for seperate (split) supplies - one for the electronics and one for the motor. Doing this will prevent brownouts. Please read the user manual for information about appropriate power supplies.

Try soldering a ceramic or disc 0.1uF capacitor between the motor tabs (on the motor itself!) this will reduce noise that could be feeding back into the circuit (thanks macegr!)

All 6 analog input pins are available. They can also be used as digital pins (pins #14 thru 19)

Digital pin 2, and 13 are not used.

The following pins are in use only if the DC/Stepper noted is in use:
Digital pin 11: DC Motor #1 / Stepper #1 (activation/speed control)
Digital pin 3: DC Motor #2 / Stepper #1 (activation/speed control)
Digital pin 5: DC Motor #3 / Stepper #2 (activation/speed control)
Digital pin 6: DC Motor #4 / Stepper #2 (activation/speed control)

The following pins are in use if any DC/steppers are used
Digital pin 4, 7, 8 and 12 are used to drive the DC/Stepper motors via the 74HC595 serial-to-parallel latch

The following pins are used only if that particular servo is in use:
Digitals pin 9: Servo #1 control
Digital pin 10: Servo #2 control

The analog pins (analog 0-5 also known as digital pins 14-19) are broken out in the bottom right corner.

Pin 2 has a small breakout since its the only truly unused pin

The remaining pins are not broken out because they could be used by the motor shield. If you are sure that you are not using those pins then you can connect to them by using stacking headers when assembling the kit or soldering onto the top of the header with wires, or using a "Wing shield"

The stepper motor library step() routine does not have the ability to run both motors at a time. Instead, you will have to 'interleave' the calls. For example, to have both motors step forward 100 times you must write code like this:

for (i=0; i<100; i++) {
motor1.step(1, FORWARD, SINGLE); 
motor2.step(1, FORWARD, SINGLE);
}

If you want more intelligent control, check out the AccelStepper library (in the Downloads section) which has some concurrent stepper motor control examples

Most people buy motors from surplus shops and no motor will make everyone happy

However, since its a popular question, I suggest buying motors from Pololu (DC Servos, DC motors) or Jameco (all sorts!) As well as the many surplus webshops.

The motor shield is compatible with the R3 UNO and MEGA.  The R3s have 2 extra pins on each header.  These are duplicates of other pins on the header and are not needed by the shield.

The motors used in the 4WD robot platforms from Maker Shed, DF Robotics, Jameco and others have a lot of "brush noise".  This feeds back into the Arduino circuitry and causes unstable operation.  This problem can be solved by soldering 3 noise suppression capacitors to the motor.  1 between the motor terminals, and one from each terminal to the motor casing.

These motors generate a lot of brush noise and usually need the full 3-capacitor treatment for adequate suppression.

They would not be effective there.  The noise must be suppressed at the source or the motor leads will act like antennae and broadcast it to the rest of the system.