I received an email today from Dr. Nitin Patil - Dr. Patil and mindsensors.com are developing some new sensors for the Mindstorms NXT. With the email was a link to a small video showing mindsensors.com's new compass sensor... in the video, you'll see the bot facing a specified direction while sitting on the NXT test poster-sheet... as the sheet is turned, the bot will turn to stay oriented to face in the original direction. The sheet is turned in both directions, sometimes with a small turn and sometimes with a large turn... the compass sensor lets the bot return to its starting position.
If you like what you see and want more information, check out the mindsensor.com website. Click on the "Coming Soon for NXT" and you can read about their magnetic compass sensor and the temperature sensor.