Most raw load cell sensors come in the form of a four wire resistance bridge. Two of the wires go to a DC power source, typically 10vdc or 5vdc. The other two wires are the measurement wires. They typically output some millivolts full scale and therefore usually require DC amplification to wire to most A/D inputs. Many load cell manufactures sell optional electronic modules that perform the amplification to a standard 0-10vdc measurement or other ranges.
So to be of real help you need to locate the data sheet for the specific product you have or wish to obtain, and only then can one determine the best method of wiring it up to an Arduino.
Load cells are cool, and fun to play with. Omega engineering offers several and has some useful information on the subject.