arduino connect sensors

just to be sure..
i need one of this
http://www.amazon.co.uk/Zigbee-Shield-module-Arduino-Duemilanove/dp/B00CW75XWE/ref=sr_1_2?ie=UTF8&qid=1399237334&sr=8-2&keywords=xbee+shield , or this
http://www.amazon.co.uk/SainSmart-Shield-Arduino-Mega2560-Duemilanove/dp/B00760RLYK/ref=sr_1_8?ie=UTF8&qid=1399237445&sr=8-8&keywords=xbee+module

(are the same with this? http://www.play.com/stores/BigBargainStore/listing/972270838http://www.play.com/stores/BigBargainStore/listing/972270838 because they have free delivery and i m going to order it!)

and four-five of those??

or those?

or
http://robotstore.gr/el/xbee-adapter-kit.html
(again,are they the same??)
and something more..those modules still need sensors.right?like a pir sensor to sense movement.right??and how do i connect the sensors with xbee modules??