Any of those will be easy to use with Arduino. There is no point in a library for the IR sensors because reading them is so simple that there is no point in a library.
The HC-SR04 at the Amazon link you posted is the most commonly used distance sensor for Arduino users. There is no trouble connecting it to an Arduino board.
There are many libraries for the HC-SR04, or you can just read the sensor from your own code following the many example sketches available all over the Internet. Here's the most popular library: https://bitbucket.org/teckel12/arduino-new-ping/wiki/Home
You should note the effective range of each sensor to determine which will be suitable for your application.
The digital versions of those Sharp sensors are dead simple to use: the output is just a high or low and you sense it with a digitalRead().
The analog ones are more tricky, since the output voltage depends on the distance; they do all (afaics) give a chart to show voltage vs distance.
Rightly or wrongly, Instructables have a bad rep on this forum but fwiw, here's one that purports to take care of one of the analog ones. (I am in no way endorsing (or renouncing) this sketch, just pointing you at it.)
Rightly or wrongly, Instructables have a bad rep on this forum
A few Instructables are quite good, but if you look at enough of them, you will see why the Instructables site has such a terrible reputation. There is no quality control whatsoever, and any idiot can post.
For one, critical comments are not allowed, so for example, no one can even warn about equipment-destroying bad practices.
For advice on distance sensors at the very least you have to tell what the distance range is you want to measure, and the (size of, type of, etc) the objects between which you want to know the distance.