analogReference(EXTERNAL) AREF &  3.3V pin

I have some analog sensors that do not return more than 3.3V so I want to improve accuracy by using a 3.3V AREF voltage.

I want to hook the AREF pin up to the 3.3V supply pin. The documentation at http://arduino.cc/en/Reference/AnalogReference says to hook up external sources with a 5K resistor.

Is it really that easy?

Yes. Hook up 3.3V through a 5k resistor to the AREF pin, select EXTERNAL as the analog reference, and it should work. Make sure you have a common ground between the two systems.

I guess you should not add 5K resistor in this case..

You can connect the external reference voltage to the AREF pin through a 5K resistor, allowing you to switch between external and internal reference voltages. Note that the resistor will alter the voltage that gets used as the reference because there is an internal 32K resistor on the AREF pin. The two act as a voltage divider, so, for example, 2.5V applied through the resistor will yield 2.5 * 32 / (32 + 5) = ~2.2V at the AREF pin