A LED Calculator wizard could help you find the right resistor for your project. If your circuit has more than one LED, there is another wizard that could help you also.

Maybe take a look at whats in some of the kits? Makershed or Radio Shack have some getting started kits for Arduino and they have resistors in there.

I suppose I can answer what you asked as well.

use a site like this: http://led.linear1.org/1led.wiz to figure out what value resistor you want. Buy enough.

9v is probably a little high to drive most LEDs, esp normal red ones with a low forward voltage (~2, although some white or NIR may be up around 4), so you'll have a larger dissipation in the resistor, and might need more than 1/4W resistors.

Wikiversity has a nice little guide that'll teach you to read the code of colored stripes resistors, if you don't know how:

http://en.wikiversity.org/wiki/Resistor_color_codes

I've done it two ways so far. in a pinch, I grabbed a bag of mixed, unsorted resistors from radioshack. it had 2 of each value for a decently wide range, but it is a royal pain to find the one you want. I think it was about 7$

Then, I ordered 20 of each value of the E6 series (see http://en.wikipedia.org/wiki/E6_series_of_preferred_numbers#E_series) (used the 20% values, but of 5% carbon film) from a random shop in china (tayada). They were cheap, and came in a few weeks. As a bonus they are in little baggies. That'll give me a close-enough resistor for just about any random project I go on, and I can order a specific one and wait if I need it. From them, a huge pile of LEDs (several hundred), transistors and resistors was ~30$.