Shortest answer:
Any certified Z wave door/window sensor should have basic functionality with SmartThings out of the box for reporting open or closed. If it has advanced features like changing LED colors or humidity reporting that might require some custom code, which the community can usually help with. And it’s easy to verify Z wave certification by checking the official Z wave alliance products site:
http://products.z-wavealliance.org
The one thing to note with Z wave is that there are different frequencies in different regions, the frequencies cannot be changed after a device is manufactured, and the frequency of the device has to match the frequency of your hub exactly. That’s important because if you start trying to shop on eBay or buy sensors used you might end up with a European frequency sensor when you have a US frequency SmartThings hub or vice versa.
But if you stick with certified Zwave, it should be easy to find sensors that work with SmartThings.
That’s zwave, what about zigbee?
For zigbee it’s considerably more complicated because many times the seller doesn’t know what they have. SmartThings is certified for the “zigbee home automation profile 1.2” (ZHA 1.2) and sensors with the same certification can usually be made to work, but may require custom code even for the basic open/close reporting.
Zigbee devices using other profiles may not work with SmartThings at all, or might pair but keep going off-line.
So a device can be certified for zigbee but still not work with SmartThings if it uses a different profile. Or has manufacturer – specific encoding. Or a retailer may tell you that the device is certified for zigbee home automation when it’s actually a home automation device certified for zigbee, but not for the ZHA profile. ( this is a common translation problem with Chinese vendors. )
As @ero4444 suggested, before buying any zigbee devices I would definitely check the forums to see if that specific model has already been made to work with SmartThings. And if not, ask the vendor for a copy of the device certification.
Finally…
Lastly, my personal recommendation is to only buy electronic devices from places with a good returns policy. Sometimes an individual device is defective, sometimes the product description was wrong, sometimes it just can’t be made to work with SmartThings. FWIW