Note, I'm not a big electronics whiz myself (programming yes, electronics I'm just a little bit more advanced than you are now), but it may be useful to step back, and think what kinds of things do you want to do? You have a bunch of random parts, some you will no doubt use and some you might not use. Of the parts you use, some of them you should be thinking about getting more than a couple of.
For instance, in terms of the resistors, you probably should think about getting more of the popular resistors, and not necessarily getting all of different values, unless you plan to build things like timer circuits (555 transistors) without using the Arduino where you need to dial into a specific resistance. The ones I'm currently using (or see referenced) are the 10, 220, and 330 omh resistors. Maybe other people can chime in what are the most popular resistors. Get twenty or thirty of each of these. Don't worry about all of the odd sizes, until you actually need them.
In terms of wire, you asked what colors are most popular. It is entirely up to you, as it doesn't matter to the circuit what color the insulation is. As I use the breadboard, I like having a different colored wire for each connection, so that it is easier to trace the circuit. Traditionally, red is used for power, and black is used for ground. I find myself using more black than anything else.
For somethings, you will want wires with female ends, so it may make sense to order some female-female and female-male wires, along with the male-male. Another way to do it would be to get just female-female, and add the header pins to make male ends. I find having wire strippers that I got from a home improvement store to be very helpful in making custom wires that are exactly the right size.
I don't know if you have the basics or not, but you did not list any breadboards/protoboards in your list. I find at times, it is useful to have at least 2 or more breadboards. After you build a circuit, you might want to experiment with some new feature. If you have two breadboards, you can leave your completed circuit on one, and then build the second one. If it works out, that is the new unit, otherwise you can go back to the working version. I did this by getting two protoshields with small breadboards, and then I can leave all of the connections in place, and just switch shields. I bought my protoshields from here: http://arduino-direct.com/sunshop/index.php?l=product_detail&p=93. However, if you are doing complex circuits, those protoshields are on the small side, and you would want a larger breadboard.
Another thing that is missing from your list is a soldering iron, and all of the stuff that goes with it (solder, third hand clamps, solder wick, sponge). Trust me, as you advance, you will need to solder (and unsolder). For more permanent builds, you will want to move to soldering the chips to perfboards or similar techniques instead of using a breadboard, but the breadboard is useful for the initial stages. I am just about to move to soldering components, because I find the wires keep coming out.
For the dip socket adapter (which allow you to put chips into a soldered connection), you might want to consider whether you need them right now, and when you get into building custom boards, then order them.
One thing to think of when ordering lots of random parts is organizing them. When I bought my Uno, I bought a kit from an internet vendor that just threw all of the bits in a single bag with no labeling. I have never gone back to that vendor. When I ordered some more components, I went to http://www.dipmicro.com that other people had recommended. What a difference, the parts are fairly cheap (assuming you order enough that shipping is not a major factor), they got here to Massachusetts in the USA in a few days, and most important, each of the separate parts were in plastic bags, and each bag had a sticker giving the name and the dipmicro order number on the bag, and I can use the bag to store the components.
If you don't have good storage bins, I suggest starting to think of ways to store all of these random bits. I'm using the 30 drawer cabinet from JoAnn fabric. At the moment, I have a few cabinets left, and I need to start thinking about ordering a second one. You can get other storage units elsewhere, but the idea is to have places to store stuff other than just on top of your desk or in a giant box: http://www.joann.com/store-in-drawer-cabinet-w-30-transparent-drawers/xprd634268/. Having a label maker is also useful.
You didn't list any motoros or servos, so I assume you are not interested in stuff that moves.