The LEGO WeDO set - discussed in previous posts - was made for the classroom, but it comes with two little sensors that can be used in NXT robots too. The set includes a tilt sensor as well as a proximity sensor. With a converter cable, it is possible to read the sensors using the NXT brick.
The video below illustrates the two sensors. Based on the (analog) sensor value, a tone is played. The signal from the tilt sensor is rather discrete - it only tells you wether it points up, down, left, right or wether it is held parallel to the ground.
The proximity sensor responses to changes in relative distance quite fast, making it a good solution for movement detection
Here's a diagram of the converter cable by Daniel Wittenaar (MCP):
Caution: Do not use this cable to connect a battery pack to your NXT. This will damage your NXT instantly.
Other than that, you can safely use this cable to connect PF sensors and Motors to the NXT.