Some favourites:

• ECCC Technical reports, surveys etc of recent complexity theory research.
  
• Google A (re)search engine to locate the right lemma or algorithm.
  
• To quickly look up a math definition.
  
• Classical Archives A fine collection of midi music, especially Brahms and Schubert.
  
• Scott Aaronson's Complexity Zoo
• Lance Fortnow's Complexity Log

Some nice homepages of complexity theorists and mathematicians:

• Oded Goldreich
• Madhu Sudan
• Lance Fortnow
• Eric Allender
• Richard Stanley
• Peter Cameron

Collections of notes:

• A collection of algorithms/complexity lecture notes
• Lecture notes by Lovasz
• Peter Cameron's notes on group theory and combinatorics

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