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In the arduino world, a "shield" is an add-on module that you put on the arduino the upgrade it's functions. So in this project, the shield will simply be a stepper driver module.

The only components needed are Three L293D chip (easy to find online or at your local electronic dealer).
The Stepper motor driving is accomplished by the L293D chip.

VSS : Logic power supply (+5V). This must be connected to the Arduino +5V pin
VS : Output power supply. This is the power to drive the stepper. In my case I set it to +9V but this will depends on the stepper motor that you are using.
GND : This must be connected to the ground (both the Arduino and the external power supply for the stepper
The ground pins mus also be connected to the heatsink! This is very important, I burnt a chip while doing my very first test cause I didn't put any heatsink.
INPUTs : These pins are connected to the Arduino
OUTPUTs : Thes pins are connected to the stepper
ENABLE (1 & 2) : These pins must be set on the 'up' logical state (+5V) for the output pins to work. So the pins are connected to the arduino

For our Arduino CNC project, we need 3 L293D chips connected as so:

L293D pin 2 -> Arduino pin 8
L293D pin 7 -> Arduino pin 9
L293D pin 10 -> Arduino pin 10
L293D pin 15 -> Arduino pin 11

pin EN of L293D are: Arduino pins 5,6 and 7

Here is a little wiring diagram

Here is the wiring of the L293Ds. All the red wires must be connected to the Arduino +5V pin. The Orange wire is the Stepper Power supply, the voltage depends on the stepper you are using, in my case it is +9V. All black wire must be connected together, connected to the arduino GND pin and to the Stepper power supply Ground.
One thing VERY IMPORTANT is to put heat sink on the L293D and to connect the heat sink(s) to the ground as the GND pins of the L293D are connected to the inside ground of the IC.
The white wires shown below are to be connected to the steppers.

It was made with fritzing

Also, if you want to be able to use the manual mode, you can build this little remote control:

Here is another picture drawn with kicad