Arduino is very good board for learning microcontrollers (embedded systems). It has an Atmel AVR Atmega microcontroller on board with all necessary electronics. You can program the microcontroller easily through USB interface.. no external programmers or other hardware needed. Almost any Arduino with Atmega controller is a good choice for you. They differ mainly in IO pin count and memory size. If you have difficulties choosing, go with Arduino Duemilanove, Uno or Mega because they are very popular and you can get help easily.
https://en.wikipedia.org/wiki/Arduino#Arduino_board_models
Teensy is also a very good product to start learning microcontrollers.. you can stick the device on a prototyping board easily, but you still can upload code and power up the device through simple USB interface.
If you only get a microcontroller chip, like the Atmega328P which is in Arduino Uno, you need to build your own circuit to power it up. You would also need to buy a
programmer to upload code into the microcontroller. I think you should first try out the Arduino and then later get more microcontroller chips and buy the programmer.
There is also a more general development board,
the STK500. This is a very old product, but still a good tool. It has sockets for almost all (older) AVR microcontrollers with DIP packaging, RS232 interface, some buttons and LEDs. It also works as a programmer for external chips.