I have a GY-521 (MPU-6050) shield that has both an accelerometer and a gyro in a single chip.
According to a few different links[1][2] this shield has an onboard voltage regulator for 3.3V, which means that you can connect it to Arduino's 5V output without problems.
I'm using I2CDevLib to work with this shield, more specifically this and this.
| Shield | Arduino |
|---|---|
| VCC | 5V |
| GND | GND |
| SCL | Pin 21 (SCL) |
| SDA | Pin 20 (SDA) |
| INT | Pin 2 (interrupt 0) |
You can user I2C Scanner to check if the shield communication with your arduino is working properly.
The scanner will scan all I2C devices and report to the Serial Monitor.
I2C Scanner
Scanning...
I2C device found at address 0x68 !
done
According to Arduino's reference, Mega 2560 has 6 pins that can be used for interrupts: 2, 3, 18, 19, 20 and 21.