Micro-controllers are nothing without any input devices (like sensors) or output devices (like displays, LEDs, servos, ...).

Simple Input/Output

Simple Analog Sensors

Pot3
Simple input device - 3 potentiometers
Accelerometer
Connecting a 2/3 axis accelerometer
TEMT6000
Ambient Light Sensor
TMP36
Temperature Sensor

Simple Output

LED
 
Relay
 
  

Protocols

I2C

I2C
Overview
WiiChuck
Wii Nunchuk/Classic Controller Connector
DS1307 & DS3231
Real Time Clock (RTC)
24xx256
I2C EEPROM 256kbit
HMC6352
Digital Compass
BMP085
Digital Pressure Sensor

SPI

SPI
Overview
74HC595
8-Bit Serial-In, Parallel-Out Shift Register
74HC165
8-Bit Parallel-In, Serial-Out Shift Register
TLC5925
16-Channel Constant-Current LED Driver
TLC5940
16-Channel PWM LED Driver
  

UART

UART
Overview
FTDI
USB Serial Converter
GPS
LS20031 GPS-Bee
ELM327
on-board diagnostics interface
ID-12
RFID
  

1-Wire

1-Wire
Overview
DS1820, DS18B20, DS18S20
Temperature Sensor
DS2450
Quad A/D Converter
DS2413
Dual Channel Addressable Switch
DS2408
8 Channel Addressable Switch
DS2480
Serial to 1-Wire Line Driver

MIDI

MIDI
Overview
MeeBlip
The Hackable Digital Synth
MidiVox
MidiVox Shield
VS1053
Musical Instrument Shield
ATSAM2195
Fluxamasynth Shield
YM2149
YM_MINI Synthesizer
Piezo
YM_MINI Synthesizer
    

LCD

HD44780 LCD
16×1, 16×2, 16×4, 20×1, 20×2, or 20×4
KS0107 LCD
128×64
PCD8544 (Nokia 3310 & 5110 LCD)
84×48

Zigbee / 802.15.4

Zigbee / 802.15.4
XBee
Funnel
Arduino Fio
ConnectPort X2
XBee / Ethernet Gateway, XIG

Wireless Local Area Network / 802.11

Roving Networks' WiFly GSX 802.11b/g
WiFly Shield
    

Servos & Motors

Servo Moters
 
    

Other Protocols

Ping
Ultrasonic Distance Sensor
Touch Screen
4-Wire Resistive Touch Technology
Pulse Sensor
Optical Heart Rate Pulse Sensor
SHT1x
Humidity and Temperature Sensor
    

Micro-Controllers

AVR

AVR
ATtiny & ATmega
AVR Programmer
ATtiny2313 & ATtinyX5
ATmegaX8 (Arduino)
ATmega88 ATmega168 ATmega328
ATmegaX4
ATmega164 ATmega324 ATmega644
ATtinyX5
ATtiny25 ATtiny45 ATtiny85 (ATtiny13)
ATtiny2313
 

Arduino Shields (Daughterboards)

SpeakJet / TTS256
Voice and Sound Synthesizer
    

Useful Prototyping / Debugging / Reverse Engineering Tools

Logic Analyzer

Poor Man's Logic Analyzer
 
Open Workbench Logic Sniffer
 
Saleae Logic Analyzer
 

Oscilloscope

Poor Man's Oscilloscope
 
    

Other

Bus Pirate
 
USB Infrared Toy
 
Data Logger
AVR Stick, uLog

References

What connectors to use?
 
Resistor Values
 
Batteries
 
Radio Control (R/C or RC)