Bosch Lambda Sensor:I have found 2 bosch models with the correct plug that works with JAW, the bosch "17053" and "17014". The difference between them is the length of the cable between the sensor head and the plug.
here is a pic of the 17053:

Here is a pic of how the plug looks like

Where to buy the sensor:
(sometimes these links get changed to another sensor, make sure you see the Bosch 17053 or 17014 in the description)Amazon @ $50,
http://www.amazon.com/Bosch-17014-Oxygen-Sensor/dp/B000BZI4ZW/ref=sr_1_1?ie=UTF8&s=automotive&qid=1208881707&sr=1-1Amazon @ $60,
http://www.amazon.com/Bosch-17053-Oxygen-Sensor/dp/B000BZG9C2/ref=sr_1_8?ie=UTF8&s=automotive&qid=1197430251&sr=1-8worldimpex, @ $60,
http://www.worldimpex.com/parts/bosch-oxygen-sensor_552431.htmlAutozone also carries the correct sensor @ $50, but the link seems to change often.
www.oxygensensor.net // they carry the Bosch 17014 for $50 USD. They are based in Canada and shipping is $9
EGT Probe:JAW 1.041 can use an EGT probe as an input, and display it on the 2nd LED display that you daisy chain. Currently EGT support is limited to the LED gauge, datalogging does not support EGT yet.
JAW 1.041 can use any K type thermocouple, ideally it should be the grounded type.
http://www.omega.com/ppt/pptsc.asp?ref=TC-NPT&Nav=tema09I would get the:
TC-K-NPT-G-72 In Stock $34.00 Type K Grounded Pipe Plug Probe
or
TC-K-NPT-E-72 In Stock $34.00 Type K Exposed Tip Pipe Plug Probe
The Exposed should give you the best response time to changing temps, but the exposed tip might have issues if liquid or condensation of some type get on there. I am also not sure how it would handle carbon buildup. I know other people running exposed tip probes with other EGT systems, so it might be ok
The other probe does not have an exposed tip, so the response time is not as good to temperature changes.
I really know nothing about EGT probes, but if it was me I would get the the probe without the exposed tip not for performance but for probe life.
USB to serial coverter:http://www.dealextreme.com/details.dx/sku.5859Someone told me that converter uses the prolific chipset. I have found the prolific chipset to be most compatible with my serial devices including JAW.
Dealexterme has free shipping
Please post up any sources you guys have and I will update the sticky.