I guess once you've monkeyed with that a while you might want to step up to something like this. It always seemed expensive and slow to me but I guess if you want to use little surface mount stuff you'd have to.
Seems like soldering it all together once you get the boards is the hard part in that scenario though.
After you have the basics down, you can start looking at the tutorials that SparkFun has for example to get some basic circuits out, and building them, learn how to solder (screwing up when you have 20 boards made is not that big of a deal, buy SparkFun's broken boards and play with them, I learned how to solder from my professor and have always had extremely neat boards).
Just take your time, and don't rush it. It is an absolutely blast to create your first circuit with an LED and blink it with a microcontroller.
The one thing I will mention is, get ready to decipher all kinds of data sheets to get the information you need so you don't accidentally burn up your electronic parts.
>> so you don't accidentally burn up your electronic parts
I've never used the Arduino, but I've heard tons of good things about them. When you're comfortable with your ability building circuits that aren't permanent, maybe look into a PCB.