The most common wireless communications for arduino/Pi/sensors are:
- Wifi
- RF (something like a 433Mhz Tx/Rx module)
- Bluetooth
Those are simply the communication channel and any/all will work - the differences between them are range, speed, power requirements and how you interface with them.
You will also need to decide upon a message transfer protocol between the arduino (presuambly these are collecting the data from the sensors) and the 'server' (presumably the Pi)
For example - how will the server know which sensor the data came from, how will you signal error conditions at the sensor, what if a sensor cannot 'reach' the server (offline etc) - does it throw away the measurement or store it for transmission later?
One possible approach could be to use WiFi and something like MQTT which provides for a lot of the communications layer challenges mentioned above.
You might want to read about some of the stuff this guy is doing with ESP8226, MQTT and Raspberry Pis
Good luck...