I've experimented a little with capacitive and inductive sensors. These fall under the radar of "proximity" sensors, if you look in the
mouser electronics catalog. There is a gargantuan list of sensors that can be used with the CRio. Again, look in the mouser catalog. I've also used the PIR sensor from parallax that you can get for $10 from RadioShack. RadioShack also sells an ultrasonic rangefinder, for about $40, also made by parallax.
Also, I recently went to home depot and picked up a set of Garage Door sensors. These are those things that go behind the door, and send a beam of IR between them. When something is blocking that, the door will not close. The weird thing is, both the transmitter and receiver have two terminals. This would make sense for the transmitter, as it would have one for +V and the other for GND. I would expect, however, that the receiver has a +V, GND, and Signal. but it doesn't. I'll be playing around with this, and when I find what's what, i'll let you know.