I would start with a sled for the largest diameter rocket you have. The more room you have the easier it is to work with. Is this going to be set up for dual deploy? If yes, then you need to run wiring out the top and bottom of the ebay, plus have a battery and a switch inside the ebay.
If you are only using it to record data then all you need is the altimeter and a battery on the sled. Heck, I have launched altimeters with them just stuffed inside a body tube with wadding to keep them from rattling around if I just use them to record data.
If I am doing a sled for dual deploy then I secure everything in the ebay to the sled. I put the altimeter on one side and the battery on the other just in case things go terribly wrong. A 9 volt battery can do a lot of damage in a crash. I use cable ties to hold the battery on the sled.
You also need room for the switch. The switch needs to be activated when the rocket is on the pad, so have some way to turn it on and off from outside the rocket. A popular way is to use a heavy duty push switch and have a hole in the ebay that you can pass a thin steel rod through to push the switch on and off. Make sure you can align the switch with the hole when the rocket is assembled. Making stuff fit only one way will help you get everything aligned when you assemble the ebay for flight.
I use birch plywood for the sled. This is the thin plywood found in some hobby shops that people use for model airplanes. It is strong, lightweight and easy to cut and drill. I drill holes for mounting the altimeter and use very small screws and nuts to hold in place. Make sure your altimeter sensor can breathe; you may need to drill a hole in the sled so that the sensor has access to the air.
I also try to get the sled to fit tightly between the bulkheads of the ebay. No sense having it sliding around in flight. I also use two tubes epoxied to on side of the sled to hold it in place on the steel rods that hold the ebay together. The tubes slide over the rods.
I hope this helps.
NAR# 92125 L1
Total Impulse for 2011: 1,729 N/s
Total Impulse for 2012: 1,689 N/s
Total Impulse for 2013: 795 N/s
A:6, B:5, C:19 D:15, E:4 F:0, G:0, H:1, I:0