Yes. Legacy RCX sensors can be used with the NXT. The Educational Version of the NXT kit comes with a special cable just for connecting legacy sensors to the NXT. One\nend of the cable is the regular telephone cable style NXT connector and the other end of the cable is a legacy RCX style 2 x 2 plate connector. This cable can be used to connect any legacy sensor or motor that was used with the RCX, to the NXT.

These cables can also be purchased from your LEGO Education retailer.

If your new NXT kit seems to be missing a bag of these legacy-to-NXT cables, you should contact your LEGO retailer.

ks