There's no dearth of starter kits. Just search for arduino starter kit on Ebay or Sparkfun. They come with an assortment of components like resistors, capacitors, diodes, transistors, 9V battery connector and a few sensors.
Additionally, I bought a couple of the widely available HC-SR04 ultrasonic sensors, a couple of turnigy small servos, an L293 motor driver, couple of L-shaped BO DC motors, and robot chassis. Just search for those terms on ebay.
