Just some useful pages I've found whilst building this robot...
MPU's
http://www.atmel.com/dyn/products/app_notes.asp?family_id=607
http://www.avrfreaks.net/
Gyros
http://www.spp.co.jp/sssj/qanda-e.html
http://www.spp.co.jp/sssj/crsinter.html
http://www.seattlerobotics.org/encoder/200311/brown/building_a_directional_gyro.html
http://www.dprg.org/projects/2003-01a/
http://www.willow.co.uk/html/angular_rate.html - UK reseller
IR Range Finders
http://www.acroname.com/robotics/info/articles/sharp/sharp.html
Hardware Suppliers
http://www.willow.co.uk/ Lots of interesting sensors.