Sense of Hearing
Audition Location
Sense of Touch
Smell Discrimination
Smell Investigation
Depth Perception
Stroop Effect and Vision
Optical Illusions
This  link takes you to a site that has many different activities and experiments dealing with the senses.
The following sites take you to specific experiments involving your senses.
Memory Experiments
Organization of the Retina and Visual System
Olfactory System Anatomy
Taste System Anatomy
How the Human Body Receives Sensory Information
Anatomy of the Ear
Savory Science: Jelly Bean Taste Test