Overall this sounds like a good solution.
The nice thing about Z-Wave is that you can take multiple different sources of data (inputs) and apply any logic you wish in the controller (in your case the Vera) and then make the outputs react accordingly (in your case the Danfoss valves).
To sense the temperature accurately in rooms I try to site the sensors at approximately the same height as a light switch would be, in the "most used" area of the room. But it doesn't particularly matter since you can always apply an offset to individual sensors to take into account sub-optimal positioning. There's plenty of options for temperature sensing with Z-Wave - I use the Fibaro Universal Sensor for monitoring my heating pipework (flow, return, hot and cold) and it works well - very accurate and updates can be set to be as often as you need. You could also look at the Fibaro Door & Window Sensor as it can have a DS18B20 1wire sensor installed in it and since it is battery powered could be sited anywhere.
With regards to your choice of Danfoss - as long as you go for the new LC-13 version which fixes an incompatibility issue with Vera they work well. There's a few things to be aware of though - they don't report the temperature back to the Z-Wave network and they use what's known as an "intelligent heating algorithm". This means that they learn the characteristics of the room that they are in and react to set-point / temperature changes "when they damn well want to" (to put it bluntly!) so for example the room temperature could be 19°c and you change the set-point to 22°C, the Danfoss will open the valve to whatever percentage it believes is necessary to increase the room by X°C over Y minutes.
The alternative is the StellaZ, which is butt ugly, doesn't have local control or display, but does react to changes in set-point a lot quicker and also reports the temperature back to the Z-Wave network (but obviously this is right next to the radiator, so may not reflect the actual room temperature).
The only thing missing from your proposed set-up is something to interlock the boiler, something like the Secure Thermostat and Receiver would work well there (there's a single and dual channel receiver for heating or heating & hot water).
Hope that helps!