Burning attachment

Does anyone use or know of a good burning attachment that would work good or does work good with the shapeoko 3

Do you mean a laser? http://www.shapeoko.com/wiki/index.php/Laser_Cutter

No not a laser a burner that is use for
Burning vectors or tool paths instead of cutting or carven

You mean pyrography? Not a Shapeoko, but it was on hackaday, and seems easy enough to adapt:

This link suggests it should be spring-loaded: http://www.mytoolstore.com.au/products/Wood-burning-Pen-for-CNC-Machines.html

Yes that is it, is there one that could be added to the shapeoko 3 that you or anyone else knows of.