You can never have too many voltage regulators. Especially 5 volters if you are playing with digital logic or Arduinos. I'm not a big fan of switching power supplies for hobby work.
Voltage comparators LM393 are handy.
Basic Op Amps like LM358, RC4558.
Misc resistor and capacitors. Don't waste your time with kits though. I have odd values laying around I have never used from kits. Get some resistors for current limiters for LEDs for 5, 9 and 12 volt projects; ie 220, 330, 470 ohms respctively. 1000, 10000, 100000, 1000000 ohm for Op Amp circuits. 1/4 watt resistors will get you by for most projects. Get some .01, .1, 1, 10, 47, and 100 microfarad sized capacitors. You can usually scavange larger values from discarded electronics. Buy the values you get comfortable working with for your general experimentation then you can stock up on other values as you make various specialized projects. Grab bags are usualy crap scrap also. Get a variety of trim pots for tweeking circuits.
Steering diodes such as 1N914/1N4148 are useful and cheap along with 1N400X rectifiers. X suffix designates peak reverve voltage you may need.
Get a variety of LEDs. You can always find a use for LEDs. Make sure you get a mcd rating of at least 20 for decent brightless. Don't trust it when they say they are high brightness and don't list an mcd value.
Get a few general purpose transistors. 2N3906 (PNP) and 2N3904 (NPN) to drive more current than Arduino ports can output. Couple of MOSFETS are nice to have around also. Make sure they are logic level gate drivable and more likely N channel enhancement type.
Any type of sensors. These are always fun to experiment with. ie: light, temperature, sound (electret microphone or piezo discs),PIR, gas, accelerometers, etc.
My thoughts.
Enjoy
B