Ok, so lets break it down piece by piece...
The mindstorms set comes with:
1 RGB color sensor
2 touch sensors
1 ultrasonic sensor
1 "NXT brick" (aka the microcontroller)
1 "NXT-G" programming software CD
500-600 various Lego pieces
Lego is selling it for $280 on their website.
Now, you said you wanted a "shopping list that would mimic the hardware available in the mindstorm box set followed by a project"
There is really no exact answer for this, but here is what I was thinking:
NXT Brick= Axon 2 ($118)
ultrasonic sensor= Devantech SRF005 Ultrasonic ($25-30)
3 servos= Hitec 311 servos ($10 each)
1 RGB color sensor = try making one yourself using a photoresistor and some LEDs.
2 touch sensors=?
500-600 lego pieces= buy some building material like HDPE and some wires and nuts,bolts,etc.
for a project, check out admins tutorials.
also you may want to look around Letsmakerobots.com for more help