The market for autonomous vehicles (AV) is expected to experience significant growth over the coming decades and to revolutionize the future of transportation and mobility. The AV is a vehicle that is capable of perceiving its environment and perform driving tasks safely and efficiently with little or no human intervention and is anticipated to eventually replace conventional vehicles. Self-driving vehicles employ various sensors to sense and perceive their surroundings and, also rely on advances in 5G communication technology to achieve this objective. Sensors are fundamental to the perception of surroundings and the development of sensor technologies associated with AVs has advanced at a significant pace in recent years. Despite remarkable advancements, sensors can still fail to operate as required, due to for example, hardware defects, noise and environment conditions. Hence, it is not desirable to rely on a single sensor for any autonomous driving task. The practical approaches shown in recent research is to incorporate multiple, complementary sensors to overcome the shortcomings of individual sensors operating independently. This article reviews the technical performance and capabilities of sensors applicable to autonomous vehicles, mainly focusing on vision cameras, LiDAR and Radar sensors. The review also considers the compatibility of sensors with various software systems enabling the multi-sensor fusion approach for obstacle detection. This review article concludes by highlighting some of the challenges and possible future research directions.