AVR Microcontrollers
ATtiny45V: through hole, SMD (SOIC-8)
ATtiny85V: through hole, SMD (SOIC-8)
ATtiny84: SMD (SOIC-14)
ATmega168: through hole, SMD (TQFP-32)
ATmega328P: through hole [ DK, SF ], SMD (TQFP-32) [ DK, SF ]
Note that other variations (e.g. ATmega168V or the ATmega328) may be hardware compatible, but aren't supported by the Arduino software (and may be time-consuming to get set up).

1206 Surface Mount LEDs
White, Green, Blue, Red, Yellow

Axial Surface Mount LEDs

Green, Yellow, Red

Square through hole 4 pin LEDs

White, Red

5mm LEDs
Red, Green, Yellow, Blue, White

1206 Surface Mount Resistors 1/4 Watt
100 ohm, 1K, 10K (alt.), 49.9K

Through Hole Resistors 1/4 Watt
100 ohm, 500, 1K, 2K, 5.1K, 10K

1206 Surface Mount Capacitors
.001uF, .01uF, .1uF, 0.47uF, 1uF (alt.), 2.2uF, 10uF

Voltage Regulators
SMD: 3.3V 100 mA LDO (SOT23-3), 5V 100 mA LDO (SOT23-3), 5V 1A LDO (SOT-223)
Through Hole: 5V 1.5A (TO-220)

Transistors
PNP surface mount (less powerful alternative), NPN surface mount, TIP120, NPN through hole, TIP125, PNP through hole
N-MOSFET (SMD), P-MOSFET (SMD), N-MOSFET (through-hole)

Op-Amps
LM386: SMD (SOIC-8), Through Hole (DIP-8)

Crystals
SMD: 12 Mhz (alt.), 20 MHz, 24 MHz (alt.)
Through-Hole:

Resonators
SMD: 16 MHz (alt.), 20 MHz, 24 MHz

Headers
Female (0.1"): breakaway (32-position), taller but non-breakaway (50-position)
Male (0.1"): right-angle SMD (36-position)

Motors
vibrator motors
tiny cheap servos

Sensors:
LDR (Light Sensor):
Thermistor (Temperature Sensor):
Push Button:
Potentiometer:

Miscellaneous
Copper Tape (1/4")
Daburn: super fine very flexible wire
McMaster: super fine very flexible wire
CR2032 coin cell battery
sewable batter holder (CR2032) (not this one)
piezo buzzer CMT-1603
fiber optic filament
thermochromic ink
liquid crystal ink

Conductive Thread, Conductive Fabric, Coductive Yarn, etc. (Retail)
Less EMF: fabric, velcro, thread
Fine Silver Products: thread, fabric
SparkFun: thread
Plug and Wear: resistive and conductive thread, kits, etc
Lame Lifesaver: thread

Daburn: super fine very flexible wire
McMaster: super fine very flexible wire

Tinsel Trading Company: vintage metal threads and fabric
Thistle Threads: metal wrapped threads
Hedgehog Handworks: metal wrapped embroidery threads

Conductive Textile Companies (Wholesale/Manufacturers)
Bekaert
X-static
Shieldex

Electronic Textile Kits
SparkFun: LilyPad Arduino
Aniomagic: Schemer and other great Aniomagic kits
Fabrickit
Maker SHED: LED Sewing Kits, books (such as 'Fashioning Technology'), etc.

Knitting Machine Yarn (Fine Knit Machine SK830)
Valley Cotton, 8/2
Aurora Cotton, 8/2
Alpaca Silk blend, 2/14

Wool Fiber and Roving
Pacific Wool and Fiber
Earth Guild
Weir Crafts

Plant Fiber
Halycyon Yarn

Cambridge/Boston Craft Stores
Mind's Eye Yarns: fiber, yarn, spinning and knitting equipment
Sew Low Discount Fabrics: fabric, findings, sewing equipment
Windsor Button: yarn, sewing notions & findings - cheap and T-accessible
Winmil Fabric: fabric, buttons, and many colors of cheap felt squares - also T-accessible
Boston Bead Company: bead store in Harvard Square

Conductive Paint and Applicators
Less EMF: CuPro-Cote paint
Conductive Compounds: WB-101 silver-based ink
squeeze bottles with caps (cheap)
squeeze bottles and caps (more expensive)
syringe tips (black = 22 gage, yellow = 20 gage)

Other Useful Stuff
steel-impregnated paper
thermochromic ink
liquid crystal ink

Acrylic Sheet
US Plastic Corp.: reasonably priced, limited color selection
Solter plastics: expensive, but beautiful color, pattern, & texture selection

Casting
Smooth On: Liquid plastic, rubber, etc.
US Plastic Corp.: measuring and mixing supplies

LEDs
Future Electronics

Plywood
Boulter Plywood (on the orange line)

Misc. Interesting
Rubber sheets and rolls: silicone, latex, neoprene