Here's a list of sensor types that someone has compiled: http://nuigroup.com/forums/viewthread/1862/
 Compass sensors
HMC5843 - I think this one might be the best, if somebody knows how to do surface mount. It does 3-axis magnetometry which should avoid the requirement that the chip be parallel to the plane of the earth (I think it also uses an accelerometer in this process). Communicates via I2C. $20 at digikey.
Lots of information about it here (looks like no accelerometer). That it needs a resistor and two capacitors might bring the real final the price up.
Glitzo demo video: http://www.youtube.com/watch?v=T85Af1o_YAs&feature=channel_page
The one Skory has is the Hitachi HM55B. $30 at Parallax Big pro: already mounted. Big con: only 2-axis. Medium con (maybe): not I2C, but, the code to read it with an Arduino is straight-forward and already exists.
Mar 16 2009 by Lamont Lucas: I ordered the Honeywell HMC1052L breakout board and sensor from sparkfun. (with board, $15, just the leadless 14 pin QFN package chip is $9). It should be in my hot little hands by thursday so I hope to have it working by sunday. It's a neat two-axis sensor, and the output is two analog voltages for
Mar 16 2009 by Mikolaj Habryn: That looks like an ideal choice - might well be pin compatible with existing breakout boards from sparkfun for the 2-axis ones, too. Soldering LCCs might be a problem, though - simple SMD isn't too bad, but with these, there's no way to inspect the joints. I guess we can try it and see - I think I've tried to do one of these with a hot air
Possible DIP format 3-axis option from sparkfun ($59): http://www.sparkfun.com/commerce/product_info.php?products_id=244
nice write up on using it with arduino / processing at NYU ITP: http://itp.nyu.edu/physcomp/sensors/Reports/ThreeAxisMag2
not so nice forum post at sparkfun: http://forum.sparkfun.com/viewtopic.php?t=9541&postdays=0&postorder=asc&highlight=micromag&start=15
 Temperature (IR)
SCP1000 - Digital Absolute Pressure Sensors
Digital absolute pressure sensors are intended for barometric pressure measurement and altimeter applications for 30kPa...120kPa and -20°C...70°C measuring ranges.
- Measuring Range: 30 kPa - 120 kPa
- Standard digital output: SPI or I2C
SHT71 - Digital Humidity Sensor (RH&T)
The capacitive humidity sensor SHT71 is fully calibrated and provides a digital output.
- RH operating range: 0 – 100% RH
- Output: digital (2-wire interface)
 Electric field strength
 Heart Rate
 Electro-Magnetic waves (light, radio (RFID), etc)
 Concentration of Fluids (gases, liquids)
 Echolocation / Distancing / Lidar
Found several distance sensors, which are one or two sonar transducers on a bit of chip with logic attached. The logic does various things but most will produce an analog voltage corresponding to the distance sensed.
Parallax PING))) -- I don't like this much, it seems very inaccurate past about 3 feet. OTOH it was the first I worked with and I should probably reevaluate it later when I have more experience.
Maxbotics MAXSonar EZn - where n is 0 - 5 or so, a family of sensors with different characteristics. They all have the same behavior, though, basically they'll produce analog OR serial output. In analog mode they can be daisy-chained. These are the smallest ones I've found so far, consisting of only the one transceiver which does both ping and listen. For this reason they can't read closer than 6 inches.
- datasheet https://www.noisebridge.net/images/9/93/LV-MaxSonar-EZ0-Datasheet.pdf
- someone else's code http://www.flatline.net/journal/2007/12/02/arduino-reading-the-maxbotix-ultrasonic-rangefinder/
Devantech SRF0n - where n is 1 - 10. I only just found this but it SAYS it has a 3 meter range. And the family claim up to 6m for some of them. There's also a SRF235 which uses 235kHz whereas the rest use 40kHz. One of the family can be daisy-chained; the expensive one I expect.
- useful discussion of the family http://www.acroname.com/robotics/info/articles/devantech/srf.html
- tech specs http://www.robot-electronics.co.uk/htm/srf05tech.htm
- low price vendor http://www.junun.org/MarkIII/Info.jsp?item=94
VEX Ultrasonic Rangefinder - VEX seems to be a robot system. Part is not cheaper so prolly not worth investigating deconstructing it. http://www.trossenrobotics.com/store/p/5683-VEX-Ultrasonic-Range-Finder.aspx