Where to get sensors for weather station?

Why don't you start to make a prototype, and add sensors along the way ?

Some sensors are used a lot with the Arduino:
DHT11 or DHT22: humidity and temperature (1.51 and 4.81 dollars on Ebay). Buy the DHT22, it is worth it.
DS18B20: accurate temperature (1.39 dollars on Ebay).
BMP085: barometer (3.96 for a breakout board on Ebay).

Some light sensors measure in lux. If you use an LDR you should calibrate it yourself.

I don't know how to measure UV light. It is very interesting though.

The MQ gas sensors are for indoors use. They can be calibrated more or less, but they are not accurate and are not able to distinguish between gasses.

The Geiger counter will probably not show any peaks in the radiation. There is a 'constant' background noise.

The small breakout boards for sensors can be bought on Ebay. The quality is okay. Larger boards (like an Arduino Uno clone) have very cheap capacitors and X-tal, and the quality of those larger boards are a lot less than the official Arduino boards.