The Miduino outputs can only supply up to 40 mA current from each output. So if driving circuits with a higher current, or higher than 5 Volt, some interface circuitry is required. Typical interface circuits use transistors to drive Direct Current (DC) circuits and Triacs to drive Alternating Current (AC) circuits. Also Relays can be used to switch either DC or AC circuits.
Projects dealing with High Voltage DC or AC electricity can be dangerous. There are many books and websites about electrical safety procedures and if you are not sure how to be safe you should read that information.
In this tutorial, you'll learn how to control a high-current DC load such as a DC motor or an incandescent light from a microcontroller:
Using Relays with Arduino - Turning on the Lights:
Opto-Isolated Triacs for switching mains circuits, lights, appliances, AC Motors, Solenoids and small loads: