Here follows a list of the most commonly used parts in a hacking/tinkering environment. If you don't know what you need, you can most probably start with something from the list.
I _will_ make mistakes so please correct me. Since this list is intended for beginners, I will prefer through hole/DIP than SMD. Specs come from the datasheets, I will try to have as much info on each part as possible while still keeping it compact
Diodes
Silicon
1N4001 - 1N4007 (1A, 1V drop)
1N4148 (200mA, 0.7V drop)
Schottky
1N5817 - 1N5819 (1A, 0.4V-0.9V drop) redundant
1N5820 - 1N5822 (3A, 0.4V-0.9V drop)
MBR735, MBR745 (7.5A, 0.48-0.68V drop) redundant
Zener
BZX79 (0.5W power dissipation, 37 types with voltages from 2.4V-75V) 3v6 4v7 5v1 6v8 and a 12 volt zener and you are off you can always put zeners in series to vcreate higer working voltage
TVS
1.5KE never gonna use that. you need to know the working voltage. useless
Transistors
BJT
BC548 (NPN, 100mA, 30V)
BC558 (PNP, 100mA, 30V)
2N3904 (NPN, 200mA, 40V, Ft=300 MHz)
2N3906 (PNP, 200mA, 40V, Ft=250 MHz)
2N2222 (NPN, 800mA, 40V, Ft=300 MHz)
2N2907 (PNP, 600mA, 60V, Ft=200 Mhz)
TIP120 - TIP122 (NPN Darlington, 5A, 60-100V)
TIP125 - TIP127 (PNP Darlington, 5A, 60-100V)
TIP33x (power NPN, 10A, 40-100V)
TIP34x (power PNP, 10A, 40-100V)
FET
Mosfet
2N7000 (N-Channel, 60V, 200 mA, 1.2Ohm)
BS170 (N-Channel, 60V, 500 mA, 1.2Ohm) redundant. same as 2n7000
IRF510 (Power N-Channel, 100V, 5.6A, 0.54Ohm)
opamps (specs vary with temp/supply etc. These are ballpark figures)
LM358/LM2904 (single supply, 0.7Mhz, 20mA out, out range Gnd + 5mV-> +Vcc - 2)
TL071-TL074 (single/dual supply, 3Mhz, out range -Vcc + 1.5V -> +Vcc - 1.5V)
CA3140 (single/dual supply, 4.5Mhz, out range -Vcc + 1.4V -> +Vcc - 2V) oddball
TS922 (high out current, single/dual supply, rail to rail, 4MHz, 80mA out, out range -Vcc + 0.1V -> +Vcc -0.1V)
LM339
LM393
LM324
i miss the entire range of resistors from 1 ohm to 0 megaohm in E24 values
same for capacitors from 10pf to 1nf in ceramic and e12 range.
1nf to 1uf in film and e12 range
1uf to 4700uf in e6 range 25 volts and 40 volts.
simple trimpots 1k 4k7 10k 47k
leds 3mm and 5 mm in all colors of the rainbow
pushbutton switches
also transistors like bd139 and bd140 as useful to have laying around
tip32 tip142 2n3055
where's your logic chippies ?
7400 7402 7404 7408 7314 7474 are classics and give yout he basic gates
4011 4040 4017 4511 and an led display.
7805 7812 7905 7912 lm317lm337 always come in handy
pinstrips and their female counterparts. ic sockets 8 14 16 pin....
personally i wouldnt even bother with all those transistors.
i only use bc847 bc857 bd239 bd240 tip142 and the 2n7002. 995 of the stuff is covered. anythin that can not be covered with those needs a carefully selected part anyway ...
a good stock of resistors is valuable. e24 series 1% (costs the same a s 5%) buy lots of 100 ohm 220 470 ohm 1k 2k2 4k7 10k 22k. you are going to use those a lot. pull up pull down , base resistor to drive a transistor or led. the other values if you got 20 per value you will be set for a while ...
capacitors : 2u2 4u7 10u 22u 47u 100u 220u 470 u are the important ones. buy at least 20 or more. you are going to 'eat' those. the other values .. 5x 1000uf 2x 2200uf 1x4700uf
but 100nf ceramics per 100 pieces...
the other cermic and foils : 10 per value gets you started
buy at least 40 of the 22pf ones. whenever you make something with a cpu and crystal : that's what you need...
oh, and please forget those pic16 whatever half breandead pieces of shit. for the same price you can find a 18f. i can't get my mind around why people still dick around with the 16f family .. an18f has much more to offer and costs the same or less.
i typically don't stock microcontrollers. i have a dev board with a killer micro on it used to do the groundwork (STM32F407) ten i pick a downscaled with exactly what i need and go off and make a custom board and do my dev work tehre.
same if i use pic or avr. i got a devboard with the soued up version and i strip downwards from there. mikroe has really nice development boards. their STM32 board is killer. so is their AVR and pic boards. you're not even forced to use their compilers.