This message was posted on behalf of Intel Corporation
I recommend you to check the following document: http://www.intel.com/content/www/us/en/support/boards-and-kits/000007436.html. It's a testing report of some Arduino shields used with Edison. It might be helpful for you.
On the other hand, devices with interfaces like SPI, I2C or UART should work on Edison because the Edison has those interfaces as well. The devices that have been tested with Arduino UNO that don't have good results on Edison usually don't work because the libraries used are not compatible with the Edison architecture since they were originally written based on the AVR architecture, which is used by the Arduino boards. Unfortunately there aren't example codes for every sensor or shield, and most of the libraries haven't been ported to be Edison compatible.
In order to know if a particular sensor works with Edison, you would have to test it by yourself. For these tests, keep in mind that you will probably have to make your own library for it.
Other useful resource is the UPM supported sensor list which is available here: https://github.com/intel-iot-devkit/upm. You will have a better idea on which sensors you could use with Edison.
Hope this helps you.