sigh, wish I could get in on the Nike+ business, but every receiver I've tried doesn't work well with those Nike+ sensor pockets. And I'm very partial to my Brooks running shoes =\
Most of the high end running stores by me will drill out a spot for the sensor in any of the shoes you buy from them. I'm sure that you could toss a few bucks their way to have them do it for shoes you already have.
Also, I've noticed zero problems having this done to my shoes.