What kind of sensor can be used with Arduino

What kind of sensors can be used with Arduino, like UNO, mega 2560. I am going to make a project and I want to use sensors like distance, temperature and so on but I don't have enough information about it. I am also wondering if there is requirements in choosing a sensor...
What should i pay attention to when using these two sensors?http://www.sainsmart.com/ultrasonic-ranging-detector-mod-hc-sr04-distance-sensor.html and this sensor http://letsmakerobots.com/node/30209

Etam,
What exactly are you trying to build? Once we know what you intend to do we can make good recomendations for the correct components. Otherwise most sensors will work with most Uc's as long as the hardware and coding ar set up properly.
Bob