How difficult would it be to have several remote battery powered sensors consisting of an XBee, Arduino Nano plus a sensor of some sort
Doable. Popular, even. There are some specialized Arduino clones that make it easier, like Funnel IO ([url=http://funnel.cc/[/url] or JeeNode (not a zigbee, but similar) (http://jeelabs.org/2010/12/18/rethinking-the-arduino-hardware-interface/)
At this point in time, I'd be worrying about the choice of radio - Xbee seems is getting expensive compared to the low-cost BTLE and WiFi modules that have been coming out.