Arduino is a company that makes these cool little microcontrolers and boards that you can program to your liking. Most people use a breadboard so they dont have to solder :D. It's loving awesome and you can basically wire/program your dreams and work at a hardware based level and code in a C programming interface, but several if not most scripting/programming languages have interfaced with Arduino (I know Python has :) ).
this is a picture of an Arduino Uno, one of the many types of Arduinos.

It's pretty cool, and they range from 10-100 dollars, Arduino unos cost 20-30 USD, which i like. Though it is suggested to get a starter kit so you have tools to work with. I know Slicksilver has one, and he showed it off and i cried like
OGM I WNAT!
but you know. Ill get soon c;
I suggest Atafruit, here are are some buying links
Budget Pack - $50Starter Kit - $65Raw Arduino - $30 Experimentation Kit - $85really depends on how much you want to work on it. When i buy mine I'll post so many
so many
pictures of it :D