What LEDs to order for starters?

I just ordered an Arduino. Now I want to get some stuff (switches, LEDs) to start learing how to program and interface the Arduino. But I´m slightly confused on what LEDs (voltage?) I should order. I think at first, I´ll attach some LEDs to the digital output pins. So what LEDs (and resistors) should I order?

Almost any LED's will work. for Current limiting resistors something in the 220 Ohm - 470 Ohm range should do it.

If you want to learn how to calculate it, you can read this PDF:

http://mikmo.dk/misc/led_hook_up.pdf

You don't need to specify a voltage when ordering LEDs. The manufacturer will tell you (in more detail than you need to know) how much voltage the LED will drop. You must then subtract that voltage drop (a volt or two for red LEDs) from your power supply (5V) to find the voltage across the resistor. Then, use Ohm's Law to work out the resistance, given the current (again, specified by the makers, 10-20mA):
R = V / I.

Typical series resistors for 5V are around 220 Ohm for red and green LEDs, slightly less for blue and white LEDs.

May I suggest the Sparkle Labs Electronics Kit for newcomers who are looking for their first provision of raw components?

And the Adafruit Protoboard alone, or Adafruit Starter Pack (includes an Arduino Duemilanove) can round out your Arduino experience.

So the voltage I see in the LEDs description when ordering online is what I insert into the calculation?

Arduino provides 5V, I order a "2V" LED, which typically works at 0.02A. So I use a (5-2)/0.02=150 Ohm (or next greater) resistor?

yes, you got it.