Even if you don't use eSignal you can also go to eSignal Central and then in the Trader's Toolbox they have options to go to industry groups and sectors and they provide a breakdown: http://www.esignalcentral.com/
http://biz.yahoo.com/ic/ lists the most "important" ones. Click on each of the links on the left and you can find more info, including the top symbols that make up that sector. nitro
The best thing I have found is on www.morningstar.com you can look up the stocks that make up each ETF or Sector Fund. Also MSN Money has it set up so you can look at stocks in a sector in their stock search. I used it a lot when I looked for laggard stocks in hot sectors to trade. Hope this helps.
If you feel like spending money.......John Bollinger has a great subscription database that tracks sectors / groups......where the money's going and where it ain't......bollingerbands.com......