Assortments of Resistor and Capacitors:
DISCLAIMER: Mentioning stuff from my own shop...!
My parts-junky habit made me do it: scour all over Shenzhen for good assortments already made up.
Resistors-Capacitors: http://goo.gl/hA1S2 See: (20 values 20 each = 400 resistors) (21 values 100 each = 2100 resistors) Low cost!
Popular IC's : http://goo.gl/19egs
I have some nice plastic boxes with 6 compartments that are good for a "decade" of resistors. Like:
100-130 150-200 220-300 330-430 470-620 680-910 and so on. So 10% and 5% values are in the same compartment, but that's no problem. So I have 6 of those boxes for the decades from 10 ohms to 10 meg. I've also seen a 3x5 inch card box with resistors in strips in between the index cards.
Still, for a large percentage of Arduino - Resistor situations, either 220 ohms or 10K ohms will do it 