Well fella, you have to read through the mods information read me to see what they replace, for example Skyrim HD has water changes in it with same file names as the Realistic water mod, so its best to either delete the water files before moving the folder in or install and then overwrite the files when installing the big water mod. I understand the clothing mod also now has files that Sky HD also changes. Being textures it isn't so much an issue as it shouldn't break anything if you overwrite (it might on the water one), its just down to tastes to which you prefer. Just like Oblivion theres no easy route to installing mods, if your going to install multiple replacements you need to be prepared to read through the info before installing etc.
Nexus mod manager can make it easy as if something screws up you can just use that to remove the mod instead of manually deleting files.