The reason there is no "be all" list is that it depends on what you're actually trying to do.
For example, 22 or 33 pF ceramic capacitors are great if you need to hook up 16 MHz crystal to AVR microcontrollers, but are otherwise pretty un-useful. 1000 pF capacitors are good as timing capacitors for MC34063 switching power controllers, but too small to work as de-coupling or filtering capacitors.
100 nF and 1 uF ceramics as de-coupling capacitors for most ICs is good to have, and can be had cheap in bulk.
It's always good to have some 4.7 uF or 10 uF solid tantalum capacitors, because many linear voltage regulators use/require these. Make sure you get at least 16V rating for the output side, and 25V (or better 35V) rating for the input side.
100 uF and 220 uF (and perhaps 470 uF) electrolytic, with 35V or 50V ratings, are good for power filtering.
BS-170 and BS-250 transistors are good for general switching -- when you switch a relay or a buzzer or whatever, that draws more power than a microcontroller pin can output. You can get 200mA and 500 mA versions, and I suggest the 500 mA :-) You also need some 1N4004 rectifier diodes and 1N4841 fast recovery diodes for most projects.
Some power MOSFETs, N-channel and P-channel, are good too, especially if you want to build robots that can turn off their own power supply to save the battery, or if you want to build your own H-bridges.
Some H-bridge driver circuits (IRF2183 is good) and some microcontrollers (Atmega328p, Attiny85) are often useful.
Some buttons/switches, and some screw terminals, and lots and lots of male pin headers. Also, female jumper wire. I prefer screw terminals with 5mm or 200 mil pin spacing, and 10A-16A ratings.
Finally, some PCB design software (such as CadSoft Eagle Free, for example), and a good PCB manufacturing house, such as OSH Park in the US.
But you'll still have to buy specific parts for specific circuits.
