The GPIO: General Purpose Input/Output lets you interface your Raspberry Pi with the outside world, making it a powerful interactive device for just $40-$50.
This Instructable will show you how to install the GPIO package on your Raspberry Pi and how to wire up a simple push button circuit with an LED.
I use the command-line and Python for this, no web browser or GUI.
Before you do this Instructable, make sure you have your Raspberry Pi ready for action. My Ultimate Raspberry Pi Configuration Guide
covers how to do this in detail.
You will want to have an internet connection to download the packages and probably use ssh.