I found this to be an extremely helpful article.  I've recently been puttering around with interfacing Arduino shields and sensors to various 3.3V devices, and this clarified quite a few things for me.

A couple of things I'd love to see covered in future articles are

- interfacing 5V analog sensors, especially in shields where there isn't much room for inserting voltage dividers

- options for interfacing the Netduino to sensors that require "bit banging" interfaces, like the DHT11/22 temperature sensor.