Appologies for cross-posting - I put this on sensors first, thinking there was no Raspi Forum yet.
A few weeks ago, I blogged about at a 'shield' that plugs into the Raspberry Pi's GPIO port called the 'Slice of Pi'. This very low cost board also includes an X-Bee shaped socket into which RF modules can be plugged. The company behind the 'Slice of Pi' (Ciseco) is also behind a useful and low-cost range of RF devices.
In this blog entry, I used one of their wireless sensor modules (in this case temperature) with a pair of XRF RF modems to add remote wireless temperature sensing to the Raspberry Pi.
http://www.doctormonk.com/2012/06/raspberry-pi-and-wireless-sensor.html