There are a few things that we've talked about are:
1) Heat. Patches that can be placed on areas of your skin that will increase/decrease heat quickly as a way of giving forece-feedback. This was just something we talked about briefly, and I really don't know how workable it is. I don't know offhand of any materials that can rapidly go from hot to cold and back again.
2) Electrodes. This is difficult because skin conditions change. There is [from what we've looked at] a smallish envelope between "I can feel this" and "this is potentially dangerous". The envelope can change with skin conditions [and people]. I've built a little prototype that sits on my tongue and gives me feedback, but that is clunky, and something we'd like to avoid.
3) Vibration. The problem here is that it turns out that it's a bit tough to judge different levels of vibration. It ends up as an on/off sensation. What we've talked about is using different patters of on off, or a variable frequency of on-off. (Here is one of the motors walking through the different freqs. It sounds kindof funny: http://www.youtube.com/watch?v=C_bGb2Xij8I&feature=youtu...)
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There is a ton of interest in this stuff, at least in my circle.