There is a known problem with the older Sparkfun Xbee Shield with Xbee Series 2 and the Wifly radio. It has to do with the level shifting on the DIN pin. They use a diode to drop the voltage which works for the regular Xbee Series 1 radios which have a built in pullup to VCC. The series 2 is not enabled by default and the Wifly's don't have the option at all. Here is a quick fix that will get you up and running in no time.
As you can see in the picture I added a 10k pullup resistor between VCC which is 3.3V and DIN. Originally I was going to use a though hole part but realized it would be easier with a SMD resistor I had. You can use either. The resistor can go either direction and has to be between DIN on the radio and the diode. I found the easiest way was to use the header pins that are attached directly to the radio. I used a small wire that I had clipped off a through hole resistor to get the other side of the resistor connected.
I hope that helps anyone struggling with getting this shield to work with other radios. This only applies if you have the older version. I realized that Sparkfun has a new version that does proper level shifting. I have two of these that needed the fix but on the second one I am using it at 3.3V, so I just bypassed the diode completely.