Resistors
Information about resistors. Usage, brands, types and codes.
Leads
For all my projects I prefer quality metal film resistors with leads that have a diameter of 0.54 mm. Resistors with thinner leads are cheaper, those are the ones you get when ordering on i.e. eBay, but they're less relaxed to work with. Because of the flimsier leads your projects risk of ending up messier than when using resistors with somewhat thicker and sturdier leads.
Power rating
For guitar effects anything from 0.25W should be more than enough unless you're working with charge pumps to drive tubes for instance. If so then the schematics will most likely tell you which minimal power rating should be used.
Carbon comp
At 9V carbon comp resistors will only add noise, they won't sweeten your tone. See Using the Carbon Comp Resistor for Magic Mojo.