One of the sensors used in Natal is a 3D camera, developed by 3DVsystems, which they bought out. I was a conference about 2 years ago and saw some Korean PhD students using it for 3D reconstruction. Have a search on google for ZCAM (www.3dvsystems.com). The videos are quite impressive. Unfortunately, they weren't selling any because it was apparently still in development, so they said. When I emailed them about cost, they said they expect to sell it for a few hundred dollars and target home user.
My supervisor was interested because it would have been very useful for robotic applications. There aren't any affordable sensors on the market than I'm aware of that can capture range and colour information in real-time. A small laser range finder already cost at least $2000.