SGX Sensortech MICS series
The MICS series are a set of small metal oxide semiconductor gas sensors made by SGX Sensortech, distinguished by their small size and very low cost (around $10 each, as little as $5 when buying in bulk). Historically the series included both leaded (through-hole) and surface mount devices, but the former are no longer offered through the SGX website and are not currently in production, though they might be useful for prototyping.
Currently there are some sensor housings that have three sensitive elements within - a very compact system given that the housing itself is around half a centimeter square.
The MICS series currently contains the following sensors as well as several evaluation boards.
MICS-2614 O3 sensor
MICS-2714 NO2 sensor
MICS-5524 CO (hydrocarbon) sensor
MICS-5914 NH3 sensor
MICS-4514 CO/NO2 dual sensor
MICS-6814 CO/NO2/NH3 triple sensor
Tips for designing with MICS sensors:
The labelled gasses for the sensors are merely those that the sensor is most affected by - cross sensitivity is an issue, as is interference from temperature and humidity. An accurate sensor system will need an array of these devices and calibration in order to be useful in measuring concentration of a specific gas.
MICS sensors vary significantly between examples in the same series. Each instrument using them must be individually calibrated.
The heating element of almost all the MICS sensors require voltages of less than 2.4V across them to get the correct temperature. In the datasheet the suggested circuits use a 5V supply and simply dissipate off the excess voltage with a resistor. However, by using a simple step-down DC DC converter (like, say, the LM3671) you can drop the voltage with high efficiency, cutting current draw from your sensor array by half.
The sensors require stable voltages on the heating element for a long time (over 30 minutes) to be reliable. Critically, even a seconds-long interruption in power can mean you must wait out their start-up time again. Be aware of how long you've had your sensor box powered up before you start trusting its measurements.