Your stack will need quite a lot of current - most probably more than the Arduino can supply itself.
You will need to provide your own regulated 5V supply - either from a USB port (convenient if you are by a computer) - as long as it can supply more than 500mA of current (you need a Charging Downstream Port CDP for that) or from some external regulated 5V power supply, such as a mobile phone charger.
That 5V supply should be connected direct to the 5V pin of the Arduino's power header.
One thing to note: the headers themselves are only rated for up to 1A. If you need more than 1A throughout the entire stack it could be worth connecting the 5V power supply direct to the 5V pins of ALL the shields in the stack. Also do the same with the GND pins to the negative of the power supply. That way the high current doesn't need to flow through the pins themselves.