I have posted a sketch, MegaLogger.pde, that will run with no jumper wires on a Mega Arduino with the Data logging shield.
It will time stamp files and logs the data, time and analog data.
It uses software I2C and SPI on the Mega. It also runs on a UNO and uses hardware I2C and SPI.
I have included the libraries I used with the sketch.
The file is AdafruitMega20120329.zip located here http://code.google.com/p/beta-lib/downloads/list