Which components should I buy?

Hello. I recently purchased an Arduino Mega 2560 and a breadboard. I want to develop some sketches involving servos, leds, potentiometers, photoresistors, and accelerometers. My question is what values of resistors and capacitors should I get to start creating some prototypes on my breadboard? Most the beginner projects on the Arduino site use 220 ohm resistors, but I am thinking that I may need a wide range of resistance due to the variety of components I am working with. Any help would be greatly appreciated. Thanks.

So get a wide range of parts then.

Great links. Thanks for the information.

Jameco has "grab bags" of parts, and Amazon has "assortments" of parts.
However, you will get far on a set of 220, 1k and 10k resistors and 0.1, 10 and 470 uF capacitors (25V or better, higher for the 0.1 uF ceramic). Add a dozen BS170 mosfets for switching load, a grab bag of LEDs for indication, some switches, and a solderless breadboard with jumper wires and alligator clips, and you have good basics. The mosfets can even serve as diodes!
Next up is a multimeter and a bench power supply. Perhaps some LM317 or LM1117 or similar for voltage regulation. MC602 opamps, shottky diodes (1A 50V) and a variety of connectors would be icing.
After that, you need to be more specific in what you are trying to build.