Wiring help for a hardware newbie

Tricolor LEDs cannot be wired serially (meaning current flows THRU one device to the next device). They must be wired in parallel, with each operating on the same supply voltage. A current limiting resistor should be used for each device (so, two tricolor LEDs require 6 resistors. can't tell if yours have resistors built in). Your bottom right hand connections give that impression - with 5V going in and the lilypad pin going low to turn the LED on (those are common anode parts, yes?)

Your standard group - you will drive D2 high and D1 low to turn these on? Better get a current limit resistor in there - if each LED will take 20mA, you will burn out D1 or D2, kind of a crap shoot as to which will go first. One per device would be better. Unless the resistor is built into the LED module.

Sensors - unless you are doing something to switch the power on & off, where you connect to the positive supply voltage is basically a matter of convenience.
What you show is fine.