Starting out I have a basic concept and the major components out and ready to play. Here I'll describe the core components that I am using. Moving forward, I am thinking about what electronics will be needed to control each output so that they can reliably send a signal to the user.
EeonTex High-Conductivity Heater Fabric - NW170-PI-20
I also purchased this from Adafruit, I am not 100% sure about what the model number is or the specs on these motors. You could get a controller for these and make them do all sorts of things. At this point, I will start off with just turning them on and off. The product page says they take from 2 to 5V. Increasing voltage causing greater vibration. I tested them out with about 4V and found the vibration to be satisfactory.
12705 Peltier Module
These devices are much more affordable on ebay and even cheaper if you can wait for them to be shipped from Asia. There are a couple of different versions on ebay with slightly different dimensions. The datasheet can be found online. For an initial test, I powered it with 4V and noticed that one side got noticeably cool and the other noticeably warm. These modules should be good for up to 14 V (room temperature) or 16V (when 50C hot). I haven't tried them to extensively yet, because I have not yet set up a heatsink for the hot side.