anything that changes the npc's/environmet that bethesda put in the game will generally need the script extender. anything that adds new things to the game arent going to need the SE. if that makes sense.
i havent done a whole lot of modding with skyrim my pc crashed a few weeks after release. i did mod ALOT with Oblivion though.
EDIT: whenever you get a new mod look into the mods that its not compatible with (usually posted in mod descriptions) to ensure that another mod isnt conflicting