is there any way of connecting an load cell output to sigma-delta ADC input without the use of amplifiers, and what terms need to be satisfied in order to do that?
what resolution and noise of sigma-delta must be to measure few milivolts from load cell?
There are a lot of ICs, incorporating sigma-delta (SD) ADC including normalization amplifier with a programmable gain.
To chose one see web site of Analog Devices or TI, National, LTC ... Dynamic range, resolution, input bandwidth, input range should be defined by customer coming from his task (i.e. technical specification). Most of ICs with SD ADC are programmable relatively bandwidth/resolution parameters.