I what order am I suppose to turn everything on? 

Power to Mega, ESC, transmittor?

Some times it does not want to compensate when I tilt the quad. (when holding it in my hand) Then I reboot and try another startup routine, sometimes it works. 

And wh

I just started out with my Ardu mega and the oil pan shield. Got the shield up and running, printing the gyro in the USB-serial interface. But no data over the Xbees.

I have the xbees up and running. No problem running the loopback test