Alex Eames has written a great blog post in which he wires up and uses a 7-segment display using the Raspberry Pi. The display, which is of the common cathode type, has 4 digits and Alex shows you how to get resistors in place to prevent the display from burning out. He then provides the Python code to display things on the unit. He is offering kits for £12, including postage, which I think is good value for money considering what is contained in it (pictured below). Read the blog post here.