I bought a low cost motor shield and a cheap micro servo on ebay, in this example I will show the parts I bought, how to connect them and show some basic code on how to drive the servo.
Here is the servo, its a very low cost part. It has three connections and the wire colour is usually as shown in the picture below, after a bit of digging I found that the colours were as follows
Brown -> 5v
Orange -> Gnd
yellow -> Signal
This is the exact motor shield that I purchased, there are a few companies who make clones of this shield but generally they are very similar. I connected the micro servo to Servo_2 in the picture below
Brown to the pin marked –
Orange to the pin marked +
yellow to the pin marked S