Trying to figure out how to connect my ping to my arduino mega. Do I need a shield or bread board and connect that way? The videos I've seen use older model Arduino's where they used shield, but it mention if you're using mega you dont need it. But I can't find anything new with mega connections and ping.
Umm…
It really does not matter…
On your ping sensor, you will find + - and signal. These need to be connected to + - and a I/O pin on the mega. You can use wires soldered directly, pins and jumper wires, wires from the sensor -> to breadboad -> to mega, peices of coat hanger (with the enamel cleaned off the ends), strips of tin-foil, or bailing wire. Gum wrappers would work in a pinch if you use the foil side.
These three connections must not touch each other.
OT
"These three connections must not touch each other."
I imagine Chris imitating Nicholas Cage from The Sorcerer’s Apprentice when he is telling his apprentice “This must not happen.” 
That’s funny…
In my head, I was going with, “don’t cross the streams”.