I suggest you check out
this book. Although it is for connecting other sensors to the NXT (the opposite of what you are trying to do) it does detail pretty much how each sensor works.
I recommend that you also check out the
NXT Hardware Developer KitTouch Sensor:
As simple as it gets. The black and white wires of the NXT cable are connected to a momentary SPST switch, just a standard digital input.
Light Sensor:
Analog input. The green wire needs 4.3v (5v?) to power the sensor. The white wire is the analog output. black and red are ground. The yellow wire appears to turn the LED on and off.
Sound Sensor:
Appears to be analog output. Green for power. Black and red for ground. Not sure what the yellow and blue wires do.
Ultrasonic Sensor:
I
2C sensor. Green for power. White appears to be power as well
.Black and red for ground. Yellow for SCL. Blue for SDA.
That's all I could interpret from the Extreme NXT book, and from the HDK.
-HyperNerd