Well I just bought the following from Sparkfun:
Arduino USB Board
Jumper Wires Premium M/M
Jumper Wires Premium F/F
Mini Push Button Switch
Breadboard Small Self-Adhesive
Optoisolator - 4 Channel
Basic 16x2 Character LCD FSTN - White on Black
Ambient Light Sensor - TEMT6000
Resistor 10k Ohm 1/6th Watt PTH
Resistor 330 Ohm 1/6th Watt PTH
Triple Output LED RBG
Buzzer - PC Mount 12mm 2.048kHz
Common BJT Transistors - NPN 2N3904
And the following from Parallax:
PING
Compass Thing
PIR Sensor
Stepper Motor
Yay for me. In total, all of the above has cost me about $320 AUD (wallet says ouch). (Some things I bought more than 1 of, Resistors, LEDs etc)
I didn't buy any electric motors of wheels or wheel encoders because I am still unsure of what I need in that regard...