Wireless Sensor (IMU) to Arduino
You have not really given enough specifications for any choice of radio to make a difference in your scenario. Any list of products would be very long, overly summarized, and not relevant in a month, So I'll try and outline the thought process I would take in finding the fit for a project I was making.

Radio: Which type of radio to choose will depend on a lot of specific factors, but its more than likely that multiple options will work perfectly. You seem to know the major methods, Xbee, bluetooth, Wifi, and for very long distances, GSM.

You should consider the problem, define what you need by looking at the amount of data per second you want sent, the necessary range, the power you have available in the battery, any region specific laws, and anything else you can think of needing. Also consider if you really need an arduino as the receiver, or if you have a Bluetooth equipped laptop or wireless router on hand that could take that roll for you. Then look around at sparkfun or wherever and find the cheapest, most popular method that fits the bill. 

IMU: Many IMU's exist with more or less the exact same features, so I will recommend a similar process. Look at the power consumption, output rate, sensitivity, and communication method you project needs, and find the cheapest and/or best rated item at your preferred electronics retailer that fits the bill. the MPU6000's are popular these days. The altIMUv4 has a magnetometer and barometer included as well. Shop around.

You will most likely want to put an arduino nano/micro/trinket/whatever with the IMU to translate to your communication method. Some radios work with UART serial, but not many IMU's output like this. Those that do cost more because they have a coprocessor on board. Consider if buying a co-processor equipped board will make your sensor processing easier before you discount it for the elevated price. In depth sensor fusion gets pretty hairy, and for some, not having to worry about it could be worth $50.