"An armillary sphere is basically a skeletal celestial sphere with a model of the Sun placed in the center. It is useful as a teaching tool and as an analog computer for solving various astronomical problems to a crude degree of accuracy. Armillary spheres were developed by the Greeks in antiquity for use as teaching tools. In larger and more precise forms they were also used as observational instruments, being preferred by Ptolemy. It consists of two major components, the sphere and the stand. The heart of the Armillary sphere is the sphere itself, which was often made and used alone. The colures and the Equator (the rings defining the sphere) represent the firmament, that is, the sphere upon which the fixed stars reside. The band going around the sphere, at an angle to the equator, represents the zodiac. The line running through the middle of this band defines the ecliptic, or the path followed by the Sun through the sky. The width of the band is ideally about ±9° to include the wandering of the Moon and planets above and below the Sun's path." Richard A. Paselk, http://www.humboldt.edu/~rap1/EarlySciInstSite/Instruments/ArmSphere/ArmilSph.htm 2002
Setting up and using an armillary sphere as a sundial: (click to view larger)
James Evans, The History and Practice of Ancient Astronomy, Oxford University Press, USA, 1998.
View sundial sculptures and designs from all over the world and through the ages: sundials on Flickr
Fantastic paper that Rick referenced: (analemnatic in contrast to armillary, the analemmatic sundial is a particular kind of horizontal sundial in which the shadow-casting object is vertical, and is moved depending on the date, or to be more precise, depending on the declination of the sun on a given day) Analemmatic sundials: How to build one and why they work by C.J. Budd and C.J. Sangwin, 2000.