Changing Blink: Variables - Modify the blink sketch to blink at different rates.
Color Mixing: This tutorial walks you through the use of a breadboard. You already know this. Scroll down to the bit on using three LEDs. You have one led with three colors in it. Use it to make the color mixer as shown.
The For Loop: Changing your variables - This lesson is original to me. It is only half written, but it will be growing over the next few days. In this lesson you will light up a series of LEDs in sequence the easy way.
Digital Input: Learn to use a push button to trigger events.
While Loop: Do something while conditions are right.
Light Catching Game: Catch the light on the right LED. This is continuing the While Loop.
Serial Communication: Retrieve data from the Arduino. This one is a must. Once you've done this you have a very powerful debugging tool!
Analog Write: PWM - Fading an LED in and out. Simulation of an analog output.
More Push Buttons: You've done the first part already, but keep going. Count button pushes, debounce a switch, learn more about "if" statements.
Servo How To - A short tutorial written by Duncan and Brian.
Arrays - Learn how to use arrays to store a list of numbers. Lauren and Dan use one to sequence just the PWM pins.
Analog Read -
Analog Read and Ohm's Law - Basic intro
Analog Read and a Potentiometer - This is the traditional example used for analog read
Analog Read and a Photoresistor - Give your Arduino eyes
Analog Read and a Piezo - Make a sound or knock detector
Sensors - Great Lessons by Lady Ada. They go into lots of detail and include a way to use a digital pin for analog read.
Higher Loads -
Lets Make Some Noise -