There has already been some great advice given so I'll provide some extra info about the surface finish on the ProtoShields (and all the other PCBs that Freetronics has done so far) and the reasoning behind the decision. Unfortunately there's no one "best" PCB surface finish and all finishes have both good and bad points, so it's a matter of making a decision based on trade-offs that are most appropriate for the intended use.
Our PCBs use an "ENIG" surface finish, as @reemrevnivek guessed. That's "Electroless Nickel Immersion Gold", and consists of an underlying layer of nickel with a thin layer of gold over the top. The gold layer is very thin and not intended to provide the main structure of the track, it just acts as a protective coating for the nickel to prevent it tarnishing before it's soldered. Gold is extremely resistant to corrosion so ENIG has several upsides: it can be touched with bare fingers without tarnishing, has a very long shelf life, and the pads / tracks are very flat and square-edged (important for fine-pitch SMD). One downside is that it takes a bit more solder to complete a joint because the surface hasn't yet been pre-tinned, and because there isn't an existing layer of solder to melt against the iron and increase the initial contact area (hence increasing the rate of heat transfer) it can take an extra second or so to get the joint hot.
The most common surface finish you see on PCBs is called "HASL", or "Hot Air Solder Levelling". HASL boards are dipped in molten solder and then the excess is cleaned off using hot-air knives to leave behind the thinnest possible layer of solder. The solder itself then protects the underlying track from corrosion while making it extremely easy to solder, because the whole pad is pre-tinned. It's generally the cheapest finish available and a great choice for general-purpose boards. One downside to HASL is that even after the hot-air knife has cleaned off as much excess as possible, the meniscus of the solder will still cause the edges of pads to be slightly rounded. That makes surface-mount parts not sit down quite as flat as they would on an ENIG board.
So you'd expect that for a board like a prototyping shield the obvious solution would be to go for HASL. But there's a catch. We're trying to stick to RoHS-compliance as much as possible, which would mean we couldn't use regular HASL: it would have to be lead-free HASL. Lead-free solder has a higher melting temperature than regular solder so if we went with lead-free HASL it'd be a pain for customers who don't have lead-free equipment. We'd probably end up with lots of complaints from customers using regular solder and soldering irons who have trouble getting the lead-free solder hot enough.
Another possible finish is "immersion silver", and it provides an amazingly good finish but has a terrible shelf life. For boards intended for machine assembly immediately after manufacture, silver is a great option. The problem is that it tarnishes quickly and is adversely affected by touch, so it's no good for boards that are intended for distribution to hobbyists for (potentially) long storage and hand assembly.
In the end we settled on ENIG because of the benefits of long shelf life, tarnish resistance, RoHS-compliance, and easy soldering compared to other surface finishes. My personal experience with it has been excellent and I haven't come across any particular problems so far, but of course I'm not an expert on PCB manufacturing and I'm very happy to take advice on better ways to do things.
Over the last 6 months I've had a little over 2000 ENIG-finished PCBs fabricated, of which just over 1000 were assembled by pick-n-place machines, about 600 were shipped as bare boards to customers, and several hundred of the rest were hand-assembled by me personally using either reflow-soldering in an oven or using a soldering iron. Out of all those boards this is the first time I've ever heard of any problems soldering to them, so it's possible you were just unlucky enough to receive a board with a flawed finish. If there's something wrong with the finishing process from our PCB manufacturer I'd really like to know about it, so if you're still having problems with that board I'd really appreciate it if you could post it to me so I can inspect it. I'll cover the postage and of course I'll send you replacements free of charge. You can contact me personally at jon@freetronics.com to make the arrangements.