How to make an "Add more logins" similar to Stackoverflow?
So the default assumption most Drupal modules make with authentication is that they will replace the current login setup with their own.

This approach is described well in http://drupal.org/node/114774#dist-auth and can be seen in how the current openid module provided in Drupal core works.

If I understand your question correctly you want to provide a way for people to authenticate from multiple different sources and have those enabled sources show up under their user profile. I don't think there is a module that does this yet, as most of the auth modules operate in their own little bubble as described above.

After a quick look at OpenID Selector you aren't going to get a lot of mileage from there, its mainly implementing and configuring the jquery library. You are going to need to write this from scratch. 

The main pieces of your module will be:


A database table that maintains the logins associated to a given
user. 
Some kind of form_alter scheme for the login page to show
all of the available login options the site owner has specified
(this will replace what the individual modules currently do)
An admin page for the site owner to select from available options.


Each one of those login options will probably be provided by a separate contrib module, so you might have to alter your logic for the specifics you find in the implementation from those modules.

To me its an ambitious undertaking for a configurable module that you plan to release, but if you go the quick and dirty highly customized / hard coded route for a single site it shouldn't take you too long.

Other places to look for inspiration on how auth modules operate in Drupal and possible sources you might want to include are FBOauth and Twitter.