The following links are to suppliers, tutorials, and other interesting things I have found along the way.
Arduino : The ultimate resource to learn everything arduino.
Freetronics : This is where I purchased my Arduino and various modules used on this site.
AdaFruit : You can both purchase unique parts and components as well as learn everything you need to know about them here.
Maxbotix : Full of all sorts of sensors
Robot Gear : I picked up the servo bracket and other useful parts here
Jaycar - Polymorph : Product page for the polymorph pellets.