You asked specifically about the withdrawal reflex and the receptors that trigger this. The initiation of the reflex arc is determined at the level of the nociceptors (pain-transducing receptors) in the epidermis. For the most part, these are part of “free” (not encapsulated) nerve endings of sensory fibers. These fibers course within spinal nerves whose cell bodies are located in the dorsal root ganglia adjacent to the spinal cord. There are two types of nociceptive endings:
- mechanical: with parent fibers Aδ
- transduce severe mechanical deformation
- polymodal: with parent C-fiber units
- transduce heat, cold, irritant signals
This picture shows free nerve endings in the epidermis. The boxed portion of the big picture is expanded in the bottom right.
The withdrawal reflex initiated by these receptors is mediated by a polysnaptic (multiple neurons) arc. The sensory neuron synapses with interneurons in the spinal cord.1 Some of these use glutamatergic connections to activate appropriate muscle groups mediating withdrawal. Others inhibit the reciprocal muscle groups (reciprocal inhibition) to allow this movement to be unimpeded.
Here is a cartoon diagram showing the spinal components of the reflex arc in a cross-sectional level of the spinal cord. Notice the interneuron between the sensory and motor neurons (although it's not labeled as such here):
In order to provide a broader picture of the basic principles involved in spinal reflexes, it's helpful to also mention the stretch reflex. This is perhaps the quintessential reflex arc because it is monosynaptic, exemplified by the patellar tendon reflex. The stretch reflex is fast, with a latency (stimulus–response interval) of about 15–25 ms (contrast the polysynaptic withdrawal reflex with latency ~70-100 ms.)
The stretch is initiated at the Golgi tendon organs. These are found at the junction between muscle and tendon. The (Ib) nerve fiber splays out and intertwines with tendon fiber bundles. The nerve endings are activated by the tension of muscle contraction (either passive (as when the patellar tendon is tapped), or active (as during voluntary movement). The afferent sensory neurons directly excite homonymous motor neurons (i.e. motor neurons supplying the same muscles), and inhibit (via interposed “Ia internuncials”) the antagonist muscles.
I have limited the discussion here to the withdrawal reflex you asked about and another basic spinal reflex arc as an illustration of principle. There are many other, mostly more complex reflex arcs that are beyond the scope of this answer, but I highly recommend checking out a neuroanatomy or neurophysiology textbook such as the one I've listed below if you'd like more information.
1. Although the discussion here is limited to the anatomy of the reflex arc, there are additional synapses within the spinal cord that connect with ascending circuits, as described in the section about afferent neurons of spinal nerves in another answer. Some of these tracts end up at the cortex and are the basis for conscious perception. However, note that this process is multisynaptic and takes longer. The beauty of the spinal reflex arc is that it does not require information to travel all the way up to the brain and back down, which would slow down the response considerably. Practically, this means that you will pull your hand away from a hot stove before you have conscious sensory awareness of the burn.
Apart from linked article and images with sources below, all information is summarized from:
MJ Turlough FitzGerald, Gregory Gruener, Estomih Mtui. Clinical Neuroanatomy & Neuroscience © 2012, Elsevier Limited.
Image 1 from: http://en.wikipedia.org/wiki/Free_nerve_ending
Image 2 from: http://www.tutorvista.com/content/biology/biology-iv/nervous-coordination/natural-reflex.php