Lets go with Arduino and proto board for first round
What You Need
Hardware and Supplies
- Arduino which fits a proto board. Some are designed for this, but most not. Typically by building with the pin headers down instead of up will let you plug into a protoboard. The standared was sehees to be to fit into Shields or auxiliary boards.
RBBB - Really Bare Bones Board - Freeduino - Arduino-Compatible processor ?? about 13 bucks, rs232 need a port cable and converter maybe -- page lists a bundle at about 24 bucks which has everything? You need only one set of these even if you have several Arduinos you may want to look at 
The ModernDevice and the "Maker Store" have other Arduino's and some of the supplies.
- protoboard ( all sorts of places carry these, including the Maker Store )
- protoboard jumper wire ( can be salvaged from phone or similar cable )*
- LED's ( just low power, any particular color )*
- LED resistors about 200 --- 400 ohms ( common item but where? )*
- A DC power supply and some 3 pin voltage regulators with components to run them may be nice to have.
Computer -- almost any operating system Serial port -- USB or RS232
Needle nose plyers ( harbor freight, at about 4 bucks? )
Small Diagonal Cutters or other wire cutters ( harbor freight, at about 4 bucks? )
Wire stripper ( harbor freight, at about 4 bucks? )
Solder Iron with fine tip and solder ( cheap is cheap, get a good one with plated tip and thermostatic control )
Multimeter can be pretty basic ( harbor freight, at about 4 bucks when on sale )
really nice to have but not required is a O Scope, 50 Meg Hz is nice, but even 1 Meg hz is useful. Response to DC is nice. You can use your PC as a Scope in the audo range 20 - 20 Khz more or less
Jumper wires with alagator clips and/or xxx clips can be very useful.
Software and Downloads
- Arduino Development environment -- see 
- Good to learn a little bit about C and/or go over the Arduino tutorials
You can try writing programs even befor you have your hardware, and why not. It may take a few hours to get the hang of it.
Connecting your Computer to the Arduino
Both your computer and the Arduino have communications ports. You connect them with a cable You need compatible ports on both ends of your of the cable. You can make them compatible with adapters.
The common communication ports:
- Serial TTL ( cheap and common on microcontrollers and low end Arduinos. Almost always needs a converter for the PC )
- Serial RS232 ( common on older pc's uses a 9 pin Din connector )
- USB ( common on newer PC's which may not have older RS232 ports )
The cheapest connection on the Arduino end is the old serial port running at TTL ( not RS232 ) levels. This usually needs a converter or two. There are cables ( where ) that go from usb to serial TTL. This takes care of the cable and converters if you computer has a usb port. If you are using a RS232 Serial port on you PC you can get a converter that goes from a standard serial cable to TTL levels.
Issues with with USB connections
The usb connections as used here usually show up on your pc as virtual comm ports. Sometimes you need to know the comm port number. If it does not ssem obvious then go to control pannel -> System -> Device Manager - Ports ( Com and Lpt ) and look for the port. It may be listed as "USB Serial Port" or similar.
What you get with more expensive Arduino's
- More memory
- More speed
- USB instead of other ports
- Pin Setup for Shields ( which you may not want )
but why buy more than you need?
Powering the Arduino
It will often power up from you PC port ( and do not use an additional power supply if it is and connected ). You can also use wall warts, batteries, or other DC power supply. You may need external power for the electronics that you use with the Arduino.