1) Switching (low power... logic level, low current stuff)
Personally like some of the newer super transistors like ZTX851 (tiny e-line package, rated at 5A (20A peak) due to v. low saturation voltage!), STX724 and their complementary PNP devices.
2) Switching (high power... motor drivers, DC loads)
Logic level N-channel MOSFET in TO220 - currently I seem to only have logic-level FETs in DPak and D2Pak forms so can't reel off a part number, but 0.01 ohm RDSon or less. ST Microelectronics seem to have the cheapest range, narrowly followed by IRF.
For crazy performance levels I found the IRLS3036-7P (its surface mount 7 lead package but rated for logic level and is 1.5milliohm RDSon, 60V, 240A).
3) Amplification (microphone to Analog input, for example)
Good low noise dual opamp - used to use NE5532 and NE5534 but they might not be low-voltage
4) Amplification ("other" sensor to Analog or digital input)
Good low voltage rail to rail opamp - I think the ones I have are OK (LM358N) but check the specs!