Now, now, folks... play nice! <

>. At least add some information to the leg pulling!
With the Arduino, transistors seem to be used most often to do the job that might be done with a relay, although a relay can't switch on and off as fast as a transistor can, and that is an issue in some applications, e.g. producong an audio tone. Both can be used to "switch things on and off".
The Arduino can't "switch" a big current, or a voltage of more than 5v (or 3v3 if you're using a 3v3 Arduino)
Sometimes, if the current or voltage is large, and the switching not rapid, a relay is a better "switch"... and relays are more beginner friendly, as long as you include The Diode....
http://www.arunet.co.uk/tkboyd/ec/ec1relay.htm