What are my options to get this done?
The range will be 30ft max. I'm looking for the cheapest option.
Yes you need the Arduino, an Wireless SD shield or an XBee shield. These to shields then need the XBees or WiFly modules added. WiFly have the same footprint as the XBees and give you WiFi.However for a range of 30ft a wire connection should be ok. (Use twisted pair).
If I wanted my arduino board to read 4 analogue inputs, would I need 5 or 8 of the nRF24L01+ boards?