I'd actually recommend starting with a Basic Stamp if you don't have any experience programming. Stamps are a bit easier to program on.
Stamps have a lot of good educational tutorials on their web site http://www.parallax.com/
The down side to that that they cost more up front($80? vs $30), and if you blow it up, it cost MUCH more for a new chip ($40 vs. $5) for the arduino.