A PIR or Passive Infrared module is really fun to play with. This is what they look like:
They are basically a motion detector and are called ‘passive’ in the sense that these devices do not generate any energy for detection purposes. They work entirely by detecting the energy given off by other objects in the infrared spectrum wavelengths. More information about infrared can be found here.
Here is how to hook it up:
Get the Fritzing source for the above image here. Once you have it hooked up, head on over to the Arduino Playground and get the sketch to make it work.
I added a buzzer and it alerts me when anything (including the cat) sneaks up on me.