One order I did was with german online distributor Watterott, where I ordered the Arduino Uno, the (Sparkfun) XBEE Explorer USB and a mini breadboard (not mentioned explicitly in the book, but may be of use later on). I ordered the XBEE modules (XB24-Z7WIT-004) with Mouser. The equivalent for Watterott would be Sparkfun, so if you are outside Germany, this might be your choice.
Unfortunately the breakout boards for the XBEE modules are not available at the moment. Maybe I can build a workaround later or use the XBEE explorer. I'm not sure if this works. For some experiments there is more than one Arduino, explorer or breakout board required, so if you want to order all at once, skim through the rest of the book to get everything you need (scan for "Parts" if you have the ebook). My plan is to build some of the required parts by myself. That would mean to etch some parts (I never did that before) - let's see how this pans out.
Most of the stuff like LEDs, capacitors, hookup wire, breadboard(s), USB A-to-B-cable etc.are already at hand, because before I started with "Building wireless sensor networks" I worked through Make: Electronics (this is a fantastic electronics book by Charles Platt! James Floyd Kellys inspiring blog Hands on Make:Electronics follows the experiments). You will find lots of hints in the blog where to get the parts in the US - for Germany I would recommend Reichelt as an inexpensive online-shop.
So for now I hope I ordered the right stuff - it was a bit confusing in the beginning to sort out the right adapters, explorers, and Xbees.But the book gave quite a good overview about all the needed parts as it does with the technical background.