Combining mods is a lot of work, depending on the mods you use, not to mention error-prone. The more files they have in common, the more difficult it gets.
Here is an example using my mod (Autumn Twilight, a bugfix and balance mod) and the High Resolution Graphics Mod:
HRGM consists mostly of graphic-files, while my mod doesn't include any (in general, graphic-files are no problem, because they are rarely the same between mods). This means, that you can safely copy them over into the folder of my mod.
HRGM also includes three xml-files, two of which (CustomPlanets.xml and RaceConfig.xml) are also in my mod. The changes in CustomPlanets.xml are mostly the same as in my version of the file, but some are specific to HRGM and also required for some of the new planet-graphics to appear. This means, that it would be best, if you overwrite my version with the one from HRGM. The RaceConfig.xml in HRGM only has some changes to the race-colours, while my version has those (although different ones), plus several fixes and balance-changes. Therefore, it would be best to keep using my version of the file.
Here are the exact instructions of what you have to do to combine the two mods:
1. Copy the Gfx-folder under High Resolution Graphis Mod v2.0 and paste it into the Autumn Twilight-folder (when asked to overwrite say "yes")
2. Copy the HeightMaps-folder under High Resolution Graphis Mod v2.0\Data and paste it into Autumn Twilight\Data (when asked to overwrite say "yes")
3. Copy CustomPlanets.xml and StarTypes.xml under High Resolution Graphis Mod v2.0\Data and paste it into Autumn Twilight\Data (when asked to overwrite the CustomPlanets.xml-file say "yes")
This was a relatively simple example. Combining other mods may be much more difficult. Especially, as I mentioned at the beginning, if they have many files in common. In those cases, you have to either choose between the files or combine the changes made to them.
I've never used Kryo's Hull System Mod, nor any of the weapons mods, so I can't help you there. As for bugfix mods besides my own, there is Marvin Kosh's Space Weapons Fix Mod (the very first one, but it is not yet finished), Tolemkian's TechTree Fix (the second one, and one of the community favourites), and Altarn's Polished Twilight (the youngest one. It is divided into two parts: APT1 is a pure bugfix, while APT2 also incorporates balance-changes).
If you have any more questions, just ask, and I try my best to answer them.