Arduino is an amazing, inexpensive microcontroller great for getting started on interactive arts/tech projects with physical interfaces!

This kit has everything you need to get started. From their site:
"This kit walks you through the basics of using the Arduino in a hands-on way. You'll learn through building several creative projects. The kit includes a selection of the most common and useful electronic components with a book of 15 projects. Starting the basics of electronics, to more complex projects, the kit will help you control the physical world with sensor and actuators."

More details: http://arduino.cc/en/Main/ArduinoStarterKit