If you look at any arduino schematic, you will see "large" caps (47uF, 100uF) on the regulator input & output, that was the caps I was referring to. The 100nF goes across the atmega328 VCC & Gnd pins close to the chip itself.
If you look at pin PB5 (19, which is D13), you will see a series resistor with the LED. You want that.
Unless you know for sure your LED has one built in, operating without the resistor will lead to either a damaged LED (cheap) or a damaged output pin(replacement ATMegas ar $5.50 - not so cheap). If your atmega feels hot to the touch when running, that is a sure sign that something has been damaged.
There is also a 100nF cap across Vref to help that keep noise down if you are making analog input measurements.