how to wire up LIS302DLH with arduino? (or similar, small accelerometer)
Note: The specified accelerometer operates up to 3.6 Volts, so it will require level translation to work with one of the classic (5 Volts) Arduinos. If the Arduino you are using is one of the newer 3.3 Volt boards, then this level translation is not required. 

For level translation information, you will find many related questions in this site, so this answer does not cover it.

For pin to pin connecting up, using SPI mode:


Sensor pin 07 to Arduino SS Slave pin (slave select, drive low to communicate)
Sensor pin 12 to Arduino MISO pin 
Sensor pin 13 to Arduino MOSI pin
Sensor pin 14 to Arduino SCK pin 
Sensor pin 08 to any free Arduino interrupt enabled pin, use digital pin 2
Sensor pin 09 to any other Arduino interrupt enabled pin, use digital pin 3


The MISO/MISO/SCK/SS default pins for various Arduino boards, from the Arduino SPI reference, are given below:



Some of the SPI pins are available on the ICSP header on all Arduino boards, for consistency:



For the SS and interrupt pins, any free digital IO pins on the Arduino may be used, no specific standards need to be followed.



The I2C method of connection is best avoided for this part, as the I2C bus speed limitation will give marginal results.