Don't bother with the xbee regulated. You don't need it. All you need is 2 XBee shields. They are available in a kit, or assembled for a bit more. The shields expose arduino i/o pins, provide 3.3 power, and link serial comm. between arduino and xbee.
The xbee explorer will make it easier to configure the xbee with x-ctu and upgrade firmware. You can configure xbees via arduino sketches, or even unchip an arduino and use it like an xbee explorer.
There's a ton of examples out there.. just use the search button