There is no simple answer to your question. Some components only work with 3.3V or 5V, so that you should start collecting modules of the same supply voltage. Then all modules can be powered by the same power source.
Some parts (batteries?) may be sensitive to acceleration - what acceleration do you expect with your rocket? Also actuators (servos) may need special precaution for operation under acceleration. The rocket (or parts) can be tested with acceleration on a turning table.