500 Piece Resistor Pack
This really is a must for anyone getting into electronics. I've seen people on this site post that they can't finish a circuit because they don't have the right resistor, or building attaching as many as 20 resistors in series to get the resistance they need for the job. It's all kind of silly, really, considering you can get all the resistors you need and then some for relatively cheap.
This package was one of the first things I picked up from Radio Shack when I first started becoming interested in robotics and electronics, and it's proved to be extremely useful. I have them all organized by resistance in a tackle box, which is handy.
Variations on this pack are sold by other vendors as well. You can probably find something very similar on your favorite site for parts, or your local electronics store.