The Wink Relay isn’t an electrical relay–it’s an alternative hub. It won’t work with SmartThings.
The GE lights should work with SmartThings.
The Harmony integration is in Beta, and by all accounts works pretty well. No timeline for full release yet, though.
Netatmo was working, but the integration broke about a month ago. See the forums for discussion.
The cameras have some still picture integration, but the Wink integration is stronger. See:
The Schlage zwave model (I’m assuming that’s the one you have) has basic integration, but not all features.
There is some Sonos integration still in Beta, see the forums for discussion.
The Quirky devices do not work directly at the present time, but you can get some integration through IFTTT.
When you check the official “works with SmartThings” list, make sure you check the tiny “I” on the far right. If it says “SmartThings Labs” that means it’s still in beta.
I don’t think the Nest Protect Wireds work, but check the forums, I might be wrong on that one.
What works best with SmartThings is zwave devices that don’t use scene management and zigbee devices that use the Home Automation profile (that’s what the GE bulbs use).
In addition to zwave and zigbee antennas, Wink has bluetooth and Lutron Clear Connect. SmartThings v1 hub has only zwave and zigbee. Bluetooth has been announced for the v2 hub, which is in internal beta but no specific release date yet.
But search the forums for more on any specific device.