Two products that make it super easy to interface with external devices are Phidgets and the Serializer. Phidgets come with an easy .NET API and includes a variety of hardware and software sensors and controllers. For a lot of cool Phidgets projects, and .NET hardware projects in general, check out the Coding4Fun Blog.
The Serializer, on the other hand, is geared toward robotics but also comes with a great .NET API. For a demonstration of the Serializer, there is a great article in Robot Magazine Issue 19 by Clint Rutkas (one of the people in charge of Coding4Fun).
TinyCLR, on the other hand, provides three different devices in their FEZ (Freakin' Easy) series that can be programmed using the .NET framework and run independent of a PC to interface with sensors and devices.