That's hard to say.... The TIP31 looks like a good all-round choice. Its PNP compliment is the TIP32, but 90% of the time when you are working with just a positive power supply you'll be using NPNs.
Maybe just pick-up a couple extra TIP31s until you have a specific need for something else...
The most critical specs will be the current rating (collector current) and the power rating.* Almost any transistor can handle the low voltages (say 5V or 24V) that we are working with. The other specs (such as gain) don't vary that much from transistor-to-transistor so we usually don't worry too much about those other specs/characteristics (especially in digital circuits) . ...So in most cases, you'd "pick any-old transistor rated for 1 Amp or more", or something like that. ...But, it's tricky for a beginner because you don't know what specs you can ignore and what specs are important for a particular application.
The NPN [u]TIP120[/u] (and it's PNP compliment, the TIP125) is very popular. It's actually not a single transistor, but a Darlington pair in one package (with a couple of other components). A Darlington behaves pretty-much like a regular transistor with higher beta (higher current gain), and about twice the base-emitter voltage.
...I've been playing around with electronics for many years, and I can't remember the last time I used a transistor on a home project! I've got a few boxes of spare parts... I keep a good selection of resistors, capacitors, voltage regulators, LEDs, 1N4007 diodes, op-amps, and maybe a few other things I like to keep "in stock".
Then, I've got lots of "random" ICs and connectors and things from previous projects (because I almost always buy extra parts) and I've probably got a few transistors somewhere, but it's not something I intentionally keep on-hand.
- You have to be careful with these ratings... If you are using the transitor near its maximum wattage rating (in linear non-switching applications), you'll need a BIG heatsink.. And, the maximum current rating rating ONLY applies when the transistor is in saturation (fully-on).
With the Arduino, we are usually using the transistor in switching mode (fully-on or fully-off) so power & heat are usually not big worries.