Excellent question. In some of the new small expansions, the rules specifically state that you should use these smaller expansions at your own risk with other large and small expansions since the publisher will not clarify any rules for this. That being said, the main problem with mixing expansions is that the added scoring/placement/etc rules compound together and may make it more confusing for some.
The basic guidelines are that you should have only one set of start tiles and discard all others. The base game comes with a single start tile. Other start tile sets include the River, the River II, The City of Carcassonne, The Markets of Leipzig, Wheel of Fortune, and a few others. Of course, many ignore these guidelines and just use whatever they want.
Exp 1 Inns and Cathedrals, Exp 2 Traders and Builders, Exp 5 Abbey and Mayor, and Exp 9 Hills and Sheep can usually be included with any other expansion without any trouble. Princess and Dragon, the Tower, Bridges Castles and Bazaars, and Under the Big Top are slightly more cumbersome with the rules and are usually less streamlined when diluted with a bunch of extra expansions thrown in.
Other small expansions like the Plague, the King, and some of the six minis become very unbalanced when you use too many expansions together. I find the best games for me are at most 2 large expansions and 1-3 small expansions. I like to play with everything too sometimes, but I usually forget steps and miscount scores or miss scoring opportunities entirely when I do this.