I just acquired an Arduino Pro board, and I have compiled a list of sites I frequently use for this. But first a small introduction:
Arduino is an open-source electronics prototyping platform based on flexible, easy-to-use hardware and software. It's intended for artists, designers, hobbyists, and anyone interested in creating interactive objects or environments.
Processing is an open source programming language and environment for people who want to program images, animation, and interactions. It is used by students, artists, designers, researchers, and hobbyists for learning, prototyping, and production.
Fritzing is an open-source initiative to support designers, artists, researchers and hobbyists to take the step from physical prototyping to actual product.
All these programs run on Windows, Linux and Mac OS X.
Resources for getting started:
Places to buy the boards, components and tools:
Let me know if you have an Arduino project going on!