If you think you might want to switch on and off some heavier duty loads then get some transistors (but as Chris mentioned, they’re a little more advanced. Generic BC328 will work in most instances. Throw them in an existing order, don’t order them on their own ! Or pick them up on your next visit to an electronics retailer if you are lucky enough to have one nearby
I’d recommend getting a decent sized breadboard and all the parts in the sparkfun inventors kit (but a bigger breadboard).
I’d also recommend a 16x2 LCD and a USB -> TTL serial converter. Some buttons wouldn’t go astray either (or get the keypadlcd shield).
Unless your building power supplies or using components by themselves (ie: no breakout board) then you probably wont need capacitors just yet. Most breakout boards that sparkfun sell and other manufacturers include all the discrete components you might need. Resistor kits can come in very handy, however you’ll find yourself using some values a whole lot more than others. They are good to have around though until you work out these values because you’ll have what you need on hand