Update the Relay Shield to Version 4.0 with....
The arduino relay shield could be even better with:
1) If the status LED's were in order for 1, 2, 3 and 4.
2) If the shield used smaller reed relays and supported 6 or 8 relays.
3) If each terminal block had FOUR terminals one unused. Why? Because there's always a ground return or something else to hook up.
4) If there were a solder block so the pins activating the relay could be cut and swapped to other I/O pins.
5) If the silk screen documented what I/O pins went to each relay by default.
6) If the LED's were side view type, so they could seen even if another shield is on top. Maybe even put them next to the connector they control?
Bryce Nesbitt commented
And... add a couple of large holes for tie wraps, on the edge of the boards. So wires coming into the relays can be properly dressed and secured.