I have arduino, netduino and FEZ panda. The later two are .net implementations. I needed extra power and tried using the other two boards but found them cumbersome and for my purpose - the port read and write were way too slow. To get real speed and flexibility, you end up needing to get into "native code" land .. which is really complicated and a long process. (I ended up using multiple arduinos for my purpose which scales up great so far).
So in short .. arduino would be my suggestion for a new person just wanting to learn / play with electronics. It is tried and true and has a great base of people that are willing to help (not knocking netduinos support level - just not as large of a base).
Then again, if you ask the same question in the netduino forum, they may give you 10 reasons why you should go with netduino.
As far as what else to get - there are quite a few (even recent) posts on what to buy with your netduino. Breadboard, resistors, leds, maybe shift registers to learn with external ICs, a digital multimeter and jumper wires would be an off the cuff answer.
Have fun!