The latest issue of MAKE magazine has a great primer on sensors. It's not overly technical, but it does assume a very basic understanding of electronics. While it's not specifically about Mindstorms NXT or any particular robotic product, it does use a robot-theme (and illustrations) to introduce concepts such as infrared and temperature sensors. Coverage also includes voltage output, inductive, resistive, and capacitive sensors.
References from the article (and products mentioned) can be found here.
Personal Note: if you've never seen or read MAKE magazine, you really need to hunt down a copy. It's from the same folks at O'Reilly that put out the great technology books.