Advice on attaching Sensors to sheilds etc

I have the following VERY basic questions which I would like some help with please!!!
I have an Arduino Mega board with a V4.0 sensor board mounted on top (see pictures). My questions are the following? if the sensor is connected to the sensor shield in the buckled analog port label A0 , then which pin do I read the input from on the mega when writing code? And what is the preferred way to connect the relay board up (hardware wise?.e.g. digital pins numbers?etc)
All help with this would be greatly appreciated as I am completely new to all forms of electronics and it's a steep learning curve! I would like to add that the whole concept of these boards is absolutely fantastic and was so enthused to discover that there is hardware available to play and experiment with!
Additionally I have the following sensors to hook up so any advice concerning connecting and coding them would be fantastic! I have attached some pictures of the following equipment that I need to run and hook up!
Any and all advice would be greatly appreciated guys!



Oh and the hardware list is as follows...
Main Board:
Ardunio Mega Board ATMEL ATMEGA1280 / ATMEGA 1280 USB Board - Arduino MEGA

Shields:
Sensor Board:V4.0 sensor shield Arduino Sensor Shield for digital/analog module/servos

Relay Board Four / 4 Relay Board : AVR, PIC, Arduino,DSP,8051 - 5V

Sensors:
Tank Liquid Water Level Sensor Float Switch
Aquarium Hydroponic pH Probe Electrode BNC Connector
Arduino Gas Sensor Module for Sensor Shield + Cable
Arduino light sensor module for Sensor Shield
HS1101 Temperature & Relative Humidity Sensor Module

Once again, any help would be greatly appriciated...
ADDITIONALLY if anyone knows of an EC probe for the sensor shield, please let me know!
Matt