Here's what I have:
Arduino Uno R2 + Cozir Ambient + DirtGambit's work: running
Arduino Uno R3 + Cozir Ambient + DirtGambit's work: running
Arduino Mega 2560 R3 + Cozir Ambient + DirtGambit's work: fail
I'm guessing I need a logic inverter, to get a 5V signal on the Mega, since all else failed.
O, and thanks DirtGambit, you made the Cozir sensor a lot easier to use!
Blessings!