Creative Electronics: Here is a link to the class notes and projects from my class "Creative Electronics Laboratory" at the California Instittute of the Arts -- an intensive exlploration of basic electricity, sensors and design technique for newbies, beginners and intermediate students. There is a great deal of information not contained in these notes, but schematics for simple oscillators, pre-amps, reverbs, sensors, etc are all there, as well as links and basic electronics info.

PicDesign: I've used a variety of PICs. Mostly the 18f452, 184520 and 18f2520 and some 16fxxx chips. I've been planning some experimentation with the 18f4550 lately, but gotten back-logged and not used them for an application yet. I do have some information that people have been asking me, though:

PicStart Plus will not program the 18f4550 under mplab 7.0!! The ICD2 will do it, according to Microchip tech support.

Cheap ICD2 clones, made by Olimex can be purchased from Spark Fun Electronics. I ordered one, and it works well with my setup. A picstart or other "normal" programmer is also a useful tool to have too, as I often program chips and transfer them between the picstart and the breadboard for development. The ICD2 works best when the chip is already in an application circuitboard.

DIY Programmers -- If I've learned anything: don't skimp too much on your tools. I build instruments, sensors, phones, artwork from scratch, but I think getting a good programmer or ICD2 is worth the $100. Why build a boring, less functional programmer when you could be making your designs come to life already? (this is just my opinion, but I needed to share). JDMs and TAITs and homebrew work great for specific projects (for example a "Midibox", which uses only 18f452), but my PicStart and soon to arrive ICD2 will do almost any PIC chip on the planet, whereas Tait and JDM programmers often only work on a limited scope of chips. 

Inductors: These coils of wire create the wonderful resonances of passive filters and are necessary for radio and theremin design. Inductors are needed for resonant tank circuits, which give many analog filters their warm, resonant quality. However, adjustable "tuning coils" for oscillators are not as easy to come by, nor are the most useful audio filter values plentiful. So, check out this link:

Make Your Own Coil Inductors: http://www.qsl.net/ct1efl/inductors.htm

Transformers: 1:1 audio transformers are worth using. I use some I got for $1 at a surplus place. They probably came from telephones and modems. However, they are part of my secrets for obtaining a warm, vintage radio tone when I design preamps. Intermediate step up and step down impedance matching audio transformers are fantastic too. They were key in tube based designs and can enhance solid state designs greatly. I suggest experimenting with 8ohm to xxxK ohm audio transformers (available from radioshack or mouser {xicon makes some}). These are normally used to match high impedance sources to low impedance loads, like 8 ohm speakers. However, you can also send a low impedance signal in, step it up and drive a high impedance load like a piezo transducer, opamps, tubes, etc. I also use one to step up my audio signal before rectifying it with diodes to compensate for the voltage loss from rectifying or ring modulating with diodes.