Thermcouples - Excellent Circuit Cellar article on thermocouples, uncovered by John Baas. Get it from my local copy or the original copy.
Humidity Sensors - Documentation from Honeywell, mostly related to their HIH line of sensors.
Hall Sensors - An application note from Melexis, who principally make automotive parts.
4-20 mA Loops - Overview of theory and use of 4-20 mA current loops for instrumentation interfaces. Found by SF Cillari.
Field Effect Transistors (FETs) - From the guys who are the front-line developers of these parts, International Rectifier, research provided by Dennis Novotny.
Analog to Digital Conversion (ADC) - Here is a Motorola/Freecale paper on ADC theory, very complete and informative.
Be sure to look at Electronic Component Documentation, too.