user17166: I want to use 21 servo (SG5010) motors using Mega board. Is it possible to do this?
A possibility is all the servos will be operating at the same time, with average load of ~3.5 KG, and each using 1A, so 21 servos will use 21A.
Will be able to supply power? If yes then how do I go about it?

user6936: There is a servo/sensor shield for the Arduino Mega that can control up to 54 servos. This shield will only fit the Mega, unlike the usual 14 servo Arduino shield, which is shaped to fit most Arduino boards.

Here is an easier to view diagram:

It is possible, and advisable, to supply power via the screw terminals from an external power source, rather than use the Arduino's own power. Even just one servo can have difficulty in working from the Arduino's on board power supply, especially if just using USB to power the Arduino. However, even with the use of an external power source powering the shield, I have my doubts as to whether the shield could support 21A without burning out. Someone may be able to clarify this.
You may find this page, Servo Shield, useful:

MEGA Sensor Shield
The Arduino MEGA has many more I/O pins (54 Digital pins and 16 Analog
  pins)than a standard Arduino. This shield also has connectors
  specifically for some external devices like an SD Card, Radio
  communications (Bluetooth and others). It also has an option to power
  the "V" pins on all the Digital I/O 3-pin groups from an external
  power supply instead of the Arduino +5V. This is good for large
  numbers of servos etc. The "Analog" 3-pin groups still use the Arduino
  +5V which is better from an electrical noise perspective. 
This version has two options of +5V supply to all the "V" pins: 

Jumper on: +5 comes
  from the Arduino. Should be limited to about 300 ma 
Jumper off: +5 (or
  other appropriate voltage) comes from an external supply connected to
  the blue terminal strip. External power Ground must also be connected
  to the blue terminal strip.

Using an external supply allows more current than the Arduino or Mega
  can supply, such as current for control of many servos or relays, and
  other attached devices. Usually this is +5V because most external
  devices require it. It is possible to use +6 volts if ALL the attached
  devices are the same such as Servos with that rating.


17166: <p>I want to use 21 servo (<a href="https://www.adafruit.com/product/155" rel="nofollow">SG5010</a>) motors using Mega board. Is it possible to do this?</p>

<p>A possibility is all the servos will be operating at the same time, with average load of ~3.5 KG, and each using 1A, so 21 servos will use 21A.</p>

<p>Will be able to supply power? If yes then how do I go about it?</p>
 6936: <p>There is a <a href="http://www.ebay.co.uk/itm/Mega-Sensor-Shield-V2-0-V2-Arduino-ATMEGA-2560-R3-1280-ATmega8U2-ATMEL-AVR-/391374794831" rel="nofollow noreferrer">servo/sensor shield for the Arduino Mega</a> that can control up to 54 servos. This shield will only fit the Mega, unlike the usual 14 servo Arduino shield, which is shaped to fit most Arduino boards.</p>

<p><a href="https://i.stack.imgur.com/l5Kz7.jpg" rel="nofollow noreferrer"><img src="https://i.stack.imgur.com/l5Kz7.jpg" alt="Photo of Arduino Mega servo shield"></a></p>

<p>Here is an easier to view diagram:</p>

<p><a href="https://i.stack.imgur.com/J3aAn.jpg" rel="nofollow noreferrer"><img src="https://i.stack.imgur.com/J3aAn.jpg" alt="Diagram of Arduino Mega servo shield"></a></p>

<p>It is possible, and <strong>advisable</strong>, to supply power via the screw terminals from an external power source, rather than use the Arduino's own power. Even just one servo can have difficulty in working from the Arduino's on board power supply, especially if just using USB to power the Arduino. However, even with the use of an external power source powering the shield, I have my doubts as to whether the shield could support 21A without burning out. Someone may be able to clarify this.</p>

<p>You may find this page, <a href="https://arduino-info.wikispaces.com/SensorShield" rel="nofollow noreferrer">Servo Shield</a>, useful:</p>

<blockquote>
  <p><strong>MEGA Sensor Shield</strong></p>
  
  <p>The Arduino MEGA has many more I/O pins (54 Digital pins and 16 Analog
  pins)than a standard Arduino. This shield also has connectors
  specifically for some external devices like an SD Card, Radio
  communications (Bluetooth and others). It also has an option to power
  the "V" pins on all the Digital I/O 3-pin groups from an external
  power supply instead of the Arduino +5V. This is good for large
  numbers of servos etc. The "Analog" 3-pin groups still use the Arduino
  +5V which is better from an electrical noise perspective. </p>
  
  <p>This version has two options of +5V supply to all the "V" pins: </p>
  
  <ul>
  <li>Jumper on: +5 comes
  from the Arduino. Should be limited to about 300 ma </li>
  <li>Jumper off: +5 (or
  other appropriate voltage) comes from an external supply connected to
  the blue terminal strip. External power Ground must also be connected
  to the blue terminal strip.</li>
  </ul>
  
  <p>Using an external supply allows more current than the Arduino or Mega
  can supply, such as current for control of many servos or relays, and
  other attached devices. Usually this is +5V because most external
  devices require it. It is possible to use +6 volts if ALL the attached
  devices are the same such as Servos with that rating.</p>
</blockquote>
