You mosy likely just need a "standard" Arduino, most likely UNO or Duemilanove (basically the same, just different USB chip). And yes.. but like any PWM variable voltage, you are going to need a capacitor/discharge to produce a true variable voltage from a pulsed 5v source like PWM.
The "standard" Arduino has a lot of capabilities, including more program space than you are likely to use for a while. 32K program space is quite a bit for an embedded project. The 2K memory space is usually fine, but if you are planning on image or sound processing, you may want to opt up for a Mega.. but it's just not really justified for most. Arduino clones exist that come in all types of form factors, my personal favorite is the Boarduino, because it plugs directly into a breadboard (but cannot use Arduino shields). If you use a clone, just understand that the maker might have subtle differences from the standard, and for a beginner that can be a problem. Spend $39 and get a branded one, it also supports the great guys who are the minor dieties behind the Arduino open-source platform.
I'd say, especially if just getting started, Arduino is the way to go, hands down. Most microcontrollers are basically the same, give or take on a few features.. hobby level controllers like PIC and Arduino are roughly equivalent in terms of what they can do. They all have a dozen or so digital I/O's, a handful of Analog, etc. They are all designed to do similar jobs, so they tend to be rather similar in design, varying mainly in memory capacity, power usage, and clock speed. The Open Source nature of Arduino also makes it perfect for users that want to dig into the guts.. no proprietary or copyrighted code here. It's all there for the fiddling, or just plain learning.
Arduino uses a simplified form of C, with libraries and macros to take care of low-level functions, so you can spend your time application building, not register-level muddling... yet compiles through standard GNU C Compiler. The IDE is pretty good for a freebie, and the user library support is awesome. What's nice is the C foundation makes it a very useful tool for learning how to program in general, and what you learn applies to other languages derived from C, like Java and C++. If you've programmed in any modern language, Arduino is a cinch to pick up.
The biggest thing, really though- it's the community. The people here are pretty awesome most of the time, and generally are willing to help you learn as long as you are willing to think a little.
Arduino is a great platform... and if you need more I/O lines, memory, etc later on.. the line is expanding all the time. For 90% of folks, the standard Arduino will fit all your need for quite some time to come. I only 'found' Arduino this last June.. and I'm a confirmed addict. Right now, mine's in the front yard controlling a led/strobe equipped "demon" for Halloween.
Jump on in, the water's fine!