Plumber,
Look for part that are leaded. That is with wire leads that you can stick into a protoboard. Mouser has a good selection of parts and has links to the data sheets. Near the end of most data sheets are drawings of the packages the part is available in. For resistors, caps and diodes look for the leaded parts, for IC, chips, look for the ones with 0.1 in (2.54mm) lead spacing as most protoboards have holes on a 0.1 in grid.
SMD (surface mount devices) are small and difficult to prototype with until you have gained some experience soldering to small parts.
Take the LM317. It comes in several packages and with different current ratings. The LM317T I found the most useful as its rated for 1.5Amps and is in a TO220 case. Here is Mouse’s page:
http://www.mouser.com/ProductDetail/STM … WmoPQEs%3d
Another LM317LZ is in the TO92 package and is rated for 100mA. This one is a bit smaller size and is good for circuits that don’t need as much current. The -TR in the part number means it comes on a Tape & Reel but Mouser will sell you a quantity of one by cutting one off the reel. Mouser’s page is here: http://www.mouser.com/ProductDetail/STM … WmoPQEs%3d
Look at both of their data sheets for dimensions.
If you have a Radio Shack near you stop in and browse the components they have. Note the devices packages (not the paper and plastic they are wrapped in for store display) to get a better idea of what they look like. They don’t carry nearly what they used to but still have a few parts.
Here is Mouser’s page on current regulator diodes:
http://www.mouser.com/Semiconductors/Di … ?P=1z0z7uz
The DO-35 package is leaded. Check on the first one, 610-1N5294, and then on the data sheet. A drawing is on the second page.
I design electronics instruments for a living, started as a hobby 40+ years ago, and do get confused from time to time as to which is the correct part, part number, etc. So don’t get too discouraged.
If you are unsure of a part post a link to the part you are considering and a description of what you need and I’m sure someone can help.