New Scientist put together a great collection of seven tactile illusions, and explanation of the neural processes that cause them. Optical illusions are a kick but it's even more fun when you get your whole body involved in the mindfuck. Here's one example:
If you happen to have a chalkboard and some earplugs handy, try this out. Write something on the board, then rub it out and write it again wearing earplugs (or, better still, noise-cancelling headphones). The board will feel much smoother when you can't hear the chalk squeaking across its surface, even though it is the same board and the same chalk.
This is an example of a "cross-modal interaction": what you feel is strongly affected by what you hear…
In recent years, psychologists have discovered that the cross-modal interaction is particularly powerful between hearing and touch, perhaps because both senses perceive mechanical energy (Behavioural Brain Research, vol 196, p 145). One version discovered only recently is the parchment skin illusion, described by Veikko Jousmäki of Helsinki University of Technology in Finland.
He rigged up a microphone and got volunteers to rub the palms of their hands together next to it while feeding the sound of their rubbing into their ears via headphones. If he accentuated the high frequencies, people reported that their hands felt smooth and dry, like parchment. Damping down the high frequencies led to them feeling rougher and more moist. If you don't have the technology to dampen different frequencies at home, try rubbing your hands together while wearing earplugs. They should feel smoother.