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So the model used by the N-Go will be that components are connected to a 'module' that is specifically designed to work with the Go board. 3rd party components can however be added using either the Shield Base or Protomodule. The former is still in beta, the latter requires custom firmware to be written. So those comments relate to connecting arbitrary hardware.
What you linked is a type Y gadgeteer module, and I believe the Go only supports SUX types. The 'equivalent' Go module is the Nwazet Relay Module, which has a single relay on it.
Not until they exist unfortunately. That's not my rule, it's a conservation of matter type thing. Arron and I are prepping for the "grand opening" of his storefront (http://variablelabs.com/) which will carry the Protomodule we collaborated on. I suspect the keypad module will be the next one we collaborate on.
I posted separately but wanted to thank Matt for letting me play with one of his prototype display modules, and it really is a nice display for those who just need a few digits for output, or a specialized display like a clock. But the Netduino Go still lacks a couple input devices, so I built my own!
A real module is in the works but this is a prototype 12 button keypad module (made on a production Protomodule board) that I'm using to interact with the display module. I'll be keeping this thread updated about the keypad module, and I highly recommend Matt's display module if it fits your project.