Better than what? Apple pie with ice cream? I don't think so.
and also to be able to distinguish the data received is from which sensor?
Are you using the XBees in stupid mode (AT) or intelligent (API) mode? If using AT mode, it is your responsibility to send intelligent data, including the ID of the sender. API mode already includes the sending XBee's address in the packet.
through the Xbee shield
That particular shield is the worst possible XBee shield available.