Marcelo Jimenez wrote a post about a shield he did using pogo pins to program and test a CPLD based board.
The photo above shows the support for the board to be programmed with the pogo pins at the center, the board itself and the top shield. I have used two identical shield boards and have spaced them to give the pogo pins the proper vertical direction.
Some of the pads on the board to be tested are SMD, others are through hole. Of course, after it was assembled, I realized I should have left the pogos that go peek at through holes slightly higher that those that peek at SMD pads. That would have made the process of fitting the board much better.
Project info at EE & CS blog.