Hobby servos are the easiest way to get going with motor control. They have a 3-pin 0.1" female header connection with +5V, ground and signal inputs. The motor shield simply brings out the 16bit PWM output lines to two 3-pin headers so that its easy to plug in and go. They can take a lot of power so a 9V battery wont last more than a few minutes!
The nice thing about using the onboard PWM is that its very precise and goes about its business in the background. You can use the built in Servo library