The values look wrong, at least for x/y it should be different from z, if lying parallel to Earth (x=0g, y=0g, z=1g).
Did you use some sort of breakout board, like on the webpage? You should check all connections with a multimeter, if all pins have the right voltage when powered, e.g. VDD=Sleep=3.3V etc. X/Y/Z-out voltage should change, if you turn it. Measure it with disconnected X/Y/Z cables to your Arduino, maybe you've connected the wrong pins on your Arduino side. Then you could connect just the X/Y/Z pins of the Arduino side to 3.3V and then to 0V and see if the console output changes, to check this.
I hope you didn't use 5V for the digital control pins for sleep, g-select etc.? I don't know if you can change this for the Arduino, because if it was 5V, your accelerometer might be broken now.