[sql] How can I select rows with most recent timestamp for each key value?

You can join the table with itself (on sensor id), and add left.timestamp < right.timestamp as join condition. Then you pick the rows, where right.id is null. Voila, you got the latest entry per sensor.

http://sqlfiddle.com/#!9/45147/37

SELECT L.* FROM sensorTable L
LEFT JOIN sensorTable R ON
L.sensorID = R.sensorID AND
L.timestamp < R.timestamp
WHERE isnull (R.sensorID)

But please note, that this will be very resource intensive if you have a little amount of ids and many values! So, I wouldn't recommend this for some sort of Measuring-Stuff, where each Sensor collects a value every minute. However in a Use-Case, where you need to track "Revisions" of something that changes just "sometimes", it's easy going.