So im asking whats better and how comes the DoF uses less pins? :)
If you have more than one device on a board and together they have fewer pins than the individual devices use it is likely that the devices are sharing a serial interface. For example the current 9 DoF Sensor Stick from sparkfun (http://www.sparkfun.com/products/10724) contains an ADXL345 accelerometer, HMC5883L magnetometer, and ITG-3200 rate gyro. Since all three devices have an I2C (a.k.a. TwoWire) serial interface the boards only needs four connections: Power, Ground, SCK (Serial Clock) and SDA (Serial Data).
If the devices you want to use have a common interface bus (I2C or SPI) you can share pins like that. If they don't share a common interface, for example if you have one SPI device (4 pins + power and ground), one I2C device (2 pins + power and ground), and one 3-channel analog device (3 pins + power and ground), you will need nine pins + power and ground to connect them all. SPI uses D10, D11, D12, and D13. I2C uses A4 and A5. The analog inputs might use A0, A1, and A2.
Which is "better" is up to you. Individual devices might require more pins but might cost less. Some individual devices may be more capable then the ones chosen for a multi-device board. Most devices will be surface-mount so you will either need to design a circuit board or buy them mounted on a breakout board. Think of the n-DoF boards as a multi-device breakout board.