Theres been some posts from beginners about what to buy to get their Arduino doing more than blink the LED 
There has also been good advice on buying packs of resistors, diodes etc.. but before splashing out on particular shields, you can try the project out with some perforated board ( veroboard ) and some header pins.( if you can solder )
Here are a few I made along the way, they are not very pretty, but all worked.
I have mislaid some others like the stepper motor controller and SD card reader ( I couldn't recognise them in the junk box )
I just hang the header pins along one side of the Arduino where possible,( like the eeprom ) or arrange it across the top , like the 433MHz receiver.
Once you have the hang of writing a sketch to the prototype, then you might want to buy the full shield to use all of it's functions.
I fit 28 pin dip sockets to all my projects, and load the sketch using the Arduino board, then plug the chip in the prototype ( because I havn't learnt how to program it in circuit yet )
You can also design your own little pcb to take the dip socket and your favourite conectors etc :-
I have left solder pads on the spare data pins for whatever is needed.
Strip an old car alarm and salvage the transducers for a distance measuring thingy, or whatever, be brave and try stuff, this forum is wonderful, you can always " phone a friend" if you get stuck and can't find the answer by Googling.