If you are a neophyte in this area of environmental monitoring, it would be useful to review each of these sites highlighted below to get a feel for what's available, and perhaps shake down the direction you would like to follow.

If you have no experience in building electronic equipment (and figuring out how to make it work), then you are probably better off to purchase a complete station, ready for installation.  If you have the inclination to build something and (usually) to save some money, then a kit weather station or individual sensors may be for you.  A lot depends on how much you know or are willing to learn about building instruments, analog and digital electronics, and in some cases the programming of microcontrollers.  How much knowledge, building skill, time, enthusiasm and money do you have ?  Only you can judge these factors. 

Do the available station designs do everything you want to do ?  Bear in mind that it may be difficult to hook up additional sensors to some commercially-available weather stations and to station kits.

Weather Monitoring Stations ready-made,
and construction kits for weather stations:

If you would like to check out the popular brands of ready-made stations, Have a look at the popular Peet Brothers and Davis Instruments.  There are other brands, and check with Radio Shack - they have a variety of weather-related equipment available in US outlets.

Peter Anderson, KZ3K, is Associate Professor of Electrical Engineering at Morgan State University in Maryland.  He offers lots of neat kits at attractive prices relating to microcontrollers and their applications for monitoring and control, including two versions of weather stations - one PIC-based and the other using a Parallax Basic Stamp II as the controller.  The Basic Stamp design is not fully implemented (but what has been done so far is very useful).  His weather stations use some sensors (anemometer, wind direction assembly, and rain gauge) from Fascinating Electronics.  See the Sensors file (link below) for Fascinating Electronics sensors kits.

Matt Parnell's WeatherStamp  (Basic Stamp II based)  Weather Station also uses some sensors from Fascinating Electronics. 

Dallas Semiconductor  1-Wire system weather station.  This system looks pretty good as far as it goes and the price is right - $79 US plus shipping, etc.  This is a kit, and requires some minor assembly.  The hardware is all stainless steel.  The station will measure wind speed and direction and the temperature inside the pole-mounted instrument.  A tipping-bucket rain gauge kit is available for $49 US.  The system output is to a PC serial port.  There is also software available for output to a Palm Pilot.  This makes me think of the possibilities for a portable weather station to be set up temporarily somewhere, and reporting back through the APRS or similar network.  Hmmm.
If you had not already purchased the basic 1-Wire weather station by July 2000, you were out of luck.  Dallas Semi was out of stock, and it was not known if the company had plans to market this kit again.  The last time I checked, the rain gauge kit was still available at $49 US, and could be used independently or be adapted to other electronics....

Another manufacturer has stepped into the breach ..... 
AAG - Automatización Aplicada a Gasolineras in Mexico is offering the same 1-Wire design as the Dallas kit, with some improvements such as coated electronics, a balanced wind direction rotor, and an interlocking case to help seal out moisture.   This kit includes the basic unit for wind speed and direction, plus temperature (inside the case).  Their price is the same as the kit was from Dallas - $79 US.  Many people will be pleased to see the return of this kit at a reasonable price.

It should not be too difficult to add other sensors to the system, if you build your own sensors using the 1-Wire system electronic components.  1-Wire sensors for barometric pressure, relative humidity, etc., are already available from other suppliers, but some are quite expensive.  Have a look at Texas Weather Instruments Inc.  for examples of their sensors and their prices.

Another possibility to think about is to get the Dallas weather instruments kits and do not use the 1-Wire electronics, but to adapt the anemometer/wind vane unit  and other sensors to other pickups and controllers.  

Here is a threaded mail archive/discussion on 1-Wire implementation problems and solutions.

Another supplier of weather sensors using the Dallas 1-wire technology is Point Six.  They have a Barometric Pressure sensor available - but the price is $229 US.  Point Six have some useful application notes on their web site.

Here is an implementation of a Dallas 1-Wire weather station for APRS by Will, N0XGA, and Russ, KB0TVJ (wind direction and speed, plus temperature; they are thinking about barometric pressure).  The authors feed the output to a controller (Motorola 6808).  TAPR has a kit available for the controller/display.

Fascinating Electronics - These folks produce quality kits for various weather station sensors, including a rain gauge, anemometer, wind direction indicator, temperature and humidity module, and so on.  They also have a weather station control and display module for sale.  FE's wind direction indicator uses a dual-wiper potentiometer, which they offer as a separate module.  This pot can be used for many position indication applications such as radio antenna altitude and azimuth position angles.  It comes in regular and sealed (for outdoor use) forms.  FE also offer the Humidity sensor separately from their T & H sensor kit.