I just went through this, so to save you some time:
For
wind, use NASA
marine, 10Hz
nmea output, around $180.
For heading, use KVH @ 10 Hz, available on eBay for around $200.
For
GPS, use a Ublox module from Amazon @ 10 Hz, $11.99,
serial out (same used in
Raymarine chartplotters)
For
AIS receive, my recommendation is to buy a
radio with built in AIS.
For
depth, it may be easier to just get a
cheap sonar module with
NMEA out.
Garmin 44dv is a favourite and you get a lot more than a dedicated
sensor.
Then you get to the complicated stuff. For
radar, your options are 3G, 4G or Fantom.
Raymarine also works but is currently in development.
For
weather, you need an
SSB receiver, connected to the sound card (could be an external soundcard cia USB).
Pizzazz