Argh! I came to this thread hoping for An Answer... but just got lots more questions. Did come across the following, aling the way, though....
Lots of good stuff at...
http://www.opamp-electronics.com/tutorials/strain_gauges_1_09_07.htm
(Remarkably "similar" page at...
http://web.deu.edu.tr/mechatronics/TUR/strain_gauge.htm
.. but with some op-amp stuff at the bottom.)
.. but it does everything with Wheatstone bridges... wonderfully simple, but are they temperature sensitive?
Maybe op-amp better, even if it means more learning...
http://www.arduino.cc/cgi-bin/yabb2/YaBB.pl?num=1282097818/8
(Richard is a reliable source... lots of good posts.)
Sparkfun sell the LM358 op-amp...
... not that this makes it the only suitable device... there are more op-amps than you can research in a lifetime... but Sparkfun are pretty well tuned to the needs of the average Arduino forum user, I think. (And, if one post is to be believed, there are two of them in the Duemilanove, for what that's worth!)
Here's a link to a 358 datasheet... yes, I know it says 158... the 358 is on the same sheet.
http://www.ece.ucsb.edu/Faculty/rodwell/Classes/ece2c/labs/lm158.pdf
An excellent video at....
http://www.nerdkits.com/videos/weighscale/
... gave me a much better understanding of various things... in particular what the 4 wires coming out of some strain gauges might be about, and a bit about the op-amp issues. (Turns out that Wheatstones may be integral to many strain gauges...)
(For an excellent 480 page .pdf ALL about op-amps, see...
http://www.ti.com/lit/an/slod006b/slod006b.pdf
The following circuit for a load cell amplifier may help, once you digest some of what's above...