3.3v~5v and 5v components (How to tell which ones I can use with Xiao)

To add to Bill-Richard’s answer, it’s worth noting that the circuit diagram for the XIAO includes a diode on the 5v pin with a max rating that effectively limits you to ~ 500ma. That’s far more than you’ll need for most sensors. (Some older posts on the forum suggest the diode may have been omitted in production, but I leave testing that and frying your stuff up to you.)
The datasheet on the voltage regulator used on the 3.3v pin says it’s got a max current rating ~200ma, which again should be far more than you’ll ever need for most sensors.

Driving LEDs or servos (including servo rotation sensors) or relays off of these pins will definitely hit these limitations quickly.