The RadioShack LED kit comes with all the LEDs and resistors you need for a 3 x 3 cube. The kit also has a convenient board to solder everything to including headers to make an Arduino Uno compatible shield. Support is available including schematics, instructions on forming the LEDs and Arduino code that can be downloaded here. http://www.radioshack.com/product/index.jsp?productId=22385926
Above you can see the finished kit stacked on top of my Arduino Uno and below is a video of the cube running the sample code. Now it's time to expand to a larger cube.