I agree RFM95 sleeps real well, so do most of the temperature/RH sensors. Beware that not every RFM95 uses same Tx current when transmitting. The BW setting is directly proportional to Tx time, the SF is proportional to 2^n, other parameters do also effect the consumption. There is no "guideline" for some golden setting that is a good compromise. I chose mine based on my system psu characteristics, first thing I did was to measure Tx current, which was highly non-linear. So depending on your system, this can be a big problem. My equipment is very poor, very crude, but bellow are Tx currents from two devices. Note the big difference (current consumption during Tx vs. set Tx power). Maybe it is all wrong, but it is non-linear for sure. Also the antenna, and antenna variation, can have big impacts on RF amp consumption.

If you are not running directly from batteries, then the regulator used must be low quiescent current type. For such systems I use MCP1700, 1.6uA typical.
Another source of current consumption are voltage dividers measuring power supply, these should be switched off when not in use.
Since most low power devices sleep quite a lot, you can use an external nanoamp timer to wake you up while your device deep sleeps.
Another option is to use it to supply/cut-off the power to the entire circuit when sleeping, if you do not need to keep the state of the system (I can not do that, for instance, but a lot of systems can). Alternatively you can save variables you need to flash/eeprom, considering you manage that properly (beware memory wear out mechanisms).
The supercap you use, would also have considerable leakage current. In general choose a higher voltage unit and use it at lower voltages. This should reduce leakage current.
Beware of floating inputs. Each input buffer has a switch point, where consumption is briefly rather high. If you leave them flapping in the wind, you will be surprised how much dynamic current they consume. Tie them to either gnd or vcc or switch to output. Beware, some controllers consume small currents if set to output, for atmega devices this occurs if output is high. If it is output low, no consumption.
Once you end up on sub 1uA level, weird things start to happen. This is exacerbated by the fact you do not know exactly where the current is flowing as nanoamps are hard to measure.
Next pitfall is processing time. If you wait for sensors in a while loop, you are wasting power. Use sleep modes when waiting for sensors, adc conversions etc. Depending on your system, you might need to lower the clock speed to reduce mcu consumption in case your power supply is relatively high in impedance (coin cells, certain supercaps, cap drop supply etc.)..
Good luck!
EDIT: I remembered another thing. Some libraries cause too high consumptions and others will conflict with another library. I had to rewrite three of them, but this is highly project specific.