I'm usually doing this test for each and every sensor i bought and I can confirm that many of them can work without problems.
Sensors like DHT seems to need a delay(500), before call the sensor read function, in order to let him "boot-up" otherwise you will experience communication errors.
Sensors connected to analog input, like soil humidity, will not give correct measurement, if the precision is not your must is possible to use pin powering,
Pay attention on the max current required for the sensor, if you exceed that the Arduino will be damaged. Measure it before to connect!
Radio cannot be powered by digital pin (too much current during transmission).
Arduino has also a maximum total current that normally can never be exceeded, special attention to be given if you use radio with PA antenna!