Options

• Hardware Serial Tx/Rx
• Software Serial Tx/Rx
• Inter-Integrated Circuit (I²C) (Master/Slave)
• InfraRed
• Radio Frequency
• XBee
• Bluetooth

Inter-Integrated Circuit (I²C) (Master/Slave)

• Connect two Arduino's via I²C Bus
• Explanation #1
• Tutorial #1 ("open drain" means a circuit can be driven low, but not high. Pull up resistors accomplish a default of high)
• NXP (Philips) I²C device portal

BlueTooth

• Wikipedia
• Example #1