Grumpy_Mike:
First I must say why?
Is the Yun not capable of taking measurements itself?
Anyway there are lots of ways :-
I2C bus
SPI Bus
Serial
Watch out for the fact that they run at different voltages you might need a level shifter or resistors.
Because my project need me to use arduino yun wireless feature to store the collected data into server site database ! And the project is already running with arduino mega board so the way i can improve it is to pass the data from mega -> yun !
Do you have links where i can find out the basic connection for them?