indeed, we use a lot of the parallax sensors with great success. Nabisco's explanation is really good:
any sensor should work with any microcontroller (ie its not like a mac program wont run on a PC).
All sensors usually output in one or the other common forms such as resistive output, analog voltage out, digital out, serial out etc etc
It should be in the books on electronics. This is something we try to show to people, it doesn't matter which microprocessor platform you are using, what matters is that you adjust the levels properly, read the signals, etc.