Not all shields have issues. For the Arduino shield, it is recommended to add a heatsink to the main chip to increase surface area for cooling. The BTS7960B boards have a massive heatsink on the bottom of the board. Pololu boards I am not sure on but likely they wouldn't be hurt by having a heatsink attached to them as well. On my setup I plan on using a pair of BTS7960B boards with 40mm fans added to make it active cooling instead of passive.