use the stuff from this pdf Arduino Playground - HomePage
use these components for the relay and your arduino survives
What i personally like is stuff like the pcf8574p (i2c i/o extender) and stuff like CD74HC4051 74HC4051 (analog mux)
for temperature readings i like to use ntc probes there is a lot off info out there.
My advice: Pick a project and order the stuff for it and enjoy!