MichaelMeissner:
One thing that I've migrated to is using prototype shields on my Uno, particularly for smaller projects. I can do the setup on the shield, and then take it off to move the processor to something else, and all of the components are still in place. Particularly as you grow a project, it is useful to have a working version, and then the setup for the next iteration, so that you can fall back to the working version if you need to. Then when the next sensor/switch is incorporated, I switch shields, and what used to be the experimenter shield becomes the working version, and the other shield becomes the experimenter shield. Otherwise you will be continually rearranging things.
This is very sound advice, especially for us newbies. I much prefer to do my soldering and experimentation on a $4 proto shield or other cheap PCB than the $20 Uno or (for example) the $45+ ethernet shield. Of course I do everything on a breadboard first, but sometimes you have to make changes after you've already started soldering things on... better to have it on a cheap board, if possible 