The engineers at Adafruit have come up with a nice little datalogger shield, this time (mostly) assembled!
Datalogging is an important aspect to a problem. Get data; analyze data; solve problem; eat pie!
To accomplish the first task (get data), the Adafruit datalogger shield for Arduino compatibles is a pretty well-thought out solution. Data is date/time stamped, and written to an SD card in one unit. Solder in the mounting pins, install the battery for the real-time clock, and you're ready to load code into your Arduino to make this shield log stuff.
There are some clever code hacks to maximize this shield's ability to log data at up to 100k samples/second (8-bit accuracy, or 256 levels), and as high as 30k samples per second at 10-bit accuracy (1024 levels).