Flux pen for soldering
0.025" diameter solder, 60/40, 2.2% flux, MG Chemicals
http://www.mgchemicals.com/products/solder/leaded/sn60-pb40-4890/Wirewrap sockets/pins (I use pins for just about everything now, no need to have the right size socket anymore),
female long lead headers/receptables,
male header pins, straight, right angle, single & dual row
30 guage wirewrap wire,
wirewrap tools (I prefer Okidata Industries WSU-30M)
small needle nose pliers,
small cutters,
perfboard to build projects up on,
2-pin/0.2"/5mm pitch screw termininals for power,
5.5mm/2.1mm DC power jacks; PCB mount & panel mount/thruhole,
USB/Serial adapter modules,
AVR programmers, flyer on using an Arduino/equivalent as an AVR programmer,
Hook up wire, 22 guage
Male-Male crimp terminated wires to connect up boards with female headers
Male-Female crimp terminated wires to connect up things with male headers to things with female headers
Crimp housings to plug the crimp terminated wires into to keep things tidy and prevent them from shorting
www.pololu.com has a great selection of this stuff, I keep a lot of it on hand for connecting things up.
My wife is on her to Portland, OR right now even to put male crimp connectors on pre-wired LEDs, arrange them into groups, and plug them into a control board I make to light up a commercial sign. Luckily I had just enough parts to build up one prototype, and have a bunch on order from pololu to make up 4 more.
Ribbon cable & crimp-on female IDC connectors to connect to male header pins on boards
Digikey & Mouser carry the interconnect stuff too, but it is very difficult to find it.
Phoenixent.com has the same stuff but a lot more conveniently named & organized to make it easier to find.