Looking for an inexpensive humidity sensor -- I am familiar with the sht11, 15, etc. ones, but those start at like $30 each...
One way would be to use two temperature measuring ICs. Have one clear and the other surrounded by a damp cloth. Then arrange a fan to be switched on to blow on the damp one and you have your own wet and dry hygrometer. 
I don't want to throw a damp cloth on Mike's suggestion 
but this device from futurlec connects through a two wire digital interface and is under $10.
I don't want to throw a damp cloth on Mike's suggestion
Humidity Sensor - HH10D
I just got two of the HH10D guys from Futurlec just last week but haven't played with them yet. There's also these at Saelig which are brand new:
One thing that you'll generally find is that the cheaper sensor, the more work you have to do to get to a usable value from a reading. This shouldn't be any great surprise. Something about getting what you pay for...
The same is also true when it comes to reading repeatability and accuracy. In many cases you can do better by each of these specs by going up the product line. Also no surprise.
If you only see yourself getting a single sensor, getting an SHT isn't a terrible choice as they're easier to interface to. But if you're eventually looking at getting 100 of something for a project, then it makes sense to at least look at the ElCheapo types and try to do the "hard work".
BTW, this was my first order from Futurlec. People seem to either like them or hate them, generally over their customer service and responsiveness (they apparently silently will wait indefinitely for out-of-stock items to come back into stock, without letting you know about the delay). My order did take almost a month to get to me, but it arrived complete and packaged amazingly well. I'd use them again for something that I didn't need immediately, for sure.
If you need something more timely, I've always found DigiKey to be scary-fast.