You need one good power source of 12 V for the solenoids. If you want everything to run with that 12 V, you need a converter like this, to get out 5 V and 3 A, which will probably be enough for the Arduino and the display. The Arduino doesn't output very much amps (current), but you need some current for the relays and the leds. If they take more than Arduino can supply, you need some transistors to provide current directly from the 5 V supply.