Guidance request-GPS Shield + Sensors

I'm just getting started with Arduino. My 2560 R3 still has that new car smell.
Programming is not a problem for me as I've been doing it for around 30 years, but components, I'm a complete newbie. I've always done software, not hardware.

Is it feasible and if it is, some tips would be greatly appreciated, to place a gps shield (Dexter) on the 2560, then add sensors to the 2560? Or should I get a Uno or another 2560 to have just the sensors and chain them together?

Thanks much in advance!

This is pretty vague. Most shield will work on the UNO or the mega, but by vague , I mean if you are asking for help for a project
the correct way to go about doing it is to post your project proposal, organized in some kind of outline from instead of a long paragraph with a project objective statement, a required components list.

It was vague because its a general question.

More specifically, a 2560 R3 with a Dexter gps Shield installed. I would like to add a bluetooth module (4 pin RX TX GND 5v) and a compass ic2 sensor.

link the shield and the other stuff

have you progressed with you GPS IM interested in a similar project using the UNO. Id like to hear what you come up with.