I bought such a bag from a different seller, and it took me some period of time to figure out what some of the components were.
If you think about it, that's not a bad thing. I did the same thing when i first started and purchased a "grab bag" from Ebay with Resistors, caps, and diodes with like 1000 pieces. After a week of sorting, I pretty much memorized the color codes on resistors..
I tend to be less forgiving. If a vendor sends me stuff in a single unlabeled bag, and did not list that it was a grab bag, I will not buy from them after that. I could possibly understand if it was just resistors or capacitors, where you have to use the color codes (though I prefer to have capacitors properly labeled, since I am slightly color blind, and I have had troubles telling some resistor bands apart.
I have been impressed by dipmicro.com, adafruit.com, sparkfun.com, pololu.com, and robotshop.com that do label all of their components, and have data sheets for just about every part. In the case of adafruit.com and sparkfun.com, they also have example code. So, I tend to go back to vendors that go the extra step, even if they are slightly more expensive. If they are much more expensive, then I have to weigh the pros and cons of where I buy.