There are MANY companies that offer third party stuff for NXT:
- Mindsensors, already mentionned in pcantin's answer
- Vision Subsystem - Capable of tracking up to 8 coloured objects
- Touch Panel
- Numeric Pad
- IR Obstacle Detector
- Sony PS2 Controller Interface
- Line Sensor Array
- Accelerometer
- Realtime Clock
- Power Meter
- IR Distance Sensors (Long/mid/short range)
- Multiplexers for motors and sensors
- Linear Actuators
- HiTechnic
- LEGO Certified Products, listed in the official answer.
- Dexter Industries
- Wifi Sensor - a wifi connection for the NXT
- Inertial Motion Sensor - Acceleration, tilt and angular velocity
- Thermal IR Sensor - Reads surface temperatures
- Digi XBee Radio - Long distance radio communications
- GPS
- Solar panels
- Actuonix Motion Devices Inc.
- Linear Actuators
- Rotacaster
- Omni Directional Wheels
- Microinfinity
- Inertial Motion Sensor - Acceleration, tilt, angular velocity and tracks relative position
- Codatex
- RFID Sensor and transponders
- Nullspace
- IO Expansion
- Vernier
- Sensor Adapter - Allows access to over 30 Vernier sensors
- Generation Robots
- POB-Bridge - Allows access to the POB sensors and accessories
- Reseller of other sensors mentioned above
- Trossen Robotics
- Reseller of other sensors mentioned above
... and I'm pretty sure I forget several!