remote sensors - wich (wired) connection is better?

If you use ethernet cable, cat5 or cat6, you can use RS485 signals.
The ethernet cable can also be used for some power (not too much).
If you use 12V .. 30V as power, and use DC/DC converters for each Arduino, the total current is limited.
I would use Arduino boards as remote I/O at the end of the cables.

internet (router) - ETHERNET - raspberry - UART - mega - RS485 - Arduino - remote actuators and sensors

If there are many power cables next to the ethernet cable, or the cable is very long, I would add optocouplers. That will prevent any grounding problems.