Generally useful things

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Merrian-Webster, online dictionary and thesaurus.
Babelfish, translator site.
Google Maps, zoom in on everywhere.
Wikipedia, picking everyone's brain.
Latin words and phrases, N.B.!

General science

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Edge.org.
The Game of Life online.
Surely you're joking Mr Feynman!, whole book online.
Popular science magazine.
Scientific American.
TED, Technology, Entertainment, Design conference talks.

Psychology, biology and neuroscience

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Nerve impulses, page about the membrane potential.
Neuron.exe, free neuron simulator.
Precursors to cognitive science, 17th - 19th century models of cognition.
Human Anatomy and Physiology, free online textbook.
Animation of the sodium - potassium pump.
First-person simulation of psychosis (hearing the voices in particular was interesting). Nice to be able to turn it off.
Harald Kerres Neuroimaging Page.
Biology News.
Rik Hensen's fMRI design efficiency wiki.
i-Limb story, a hand prosthetic that seems to work amazingly well.

Maths

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From Fish to Infinity, series by Steven Strogatz starting on explaining maths from the foundations.
Paul's online maths notes, nice course notes and more.
Ask Dr. Maths, site where you can search or ask maths questions. The site layout might look aimed at children but I've had good responses from there on university-level stuff.
Teaching maths, critical and good comments I thought.
Division by zero explained.

Programming

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ASCII codes, useful for displaying reserved symbols on webpages.
Linux tutorial, found this very useful (includes good short intro to vi).
C++ tutorial.

Statistics and signal analysis

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Fourier analysis tutorial.
Engineering statistics handbook very nice, very readable book on statistics. Has a step-by-step explanation of 1-way ANOVA, including the formulas.
MANOVA tutorial, with equations.

Online newspapers and magazines

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The Telegraph.
The Guardian.
The New York Times.
Slate
The New Yorker.
Good Magazine.

Online lectures and other education

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Lecture Fox, site with free university lectures.
MIT lectures.
Berkeley lectures.

LaTeX

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MikTeX, LaTeX distribution.
Ghostscript and Ghostview, for viewing LaTeX output.
Guide to LaTeX, many useful tips and tricks.
LaTeX maths symbols.
Layout wiki.

Games

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Launchball, get the ball to the exit using SCIENCE.
Icescape, short point and click adventure with some time pressure and nice puzzles.
Magic Pen, draw shapes that become objects and interact, fall over, swing etc, to get move a ball to a goal.
Grid16, interleaved fast reaction time games.
Guitar Maniac 3, guitar playing rhythm game.
Fantastic Contraption, build machines using a set of components to get an object to a goal. E.g. this totally inelegant, but I think rather nifty anyway, "solution" of mine :)

Books

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Free books online archive.
Free eBooks list.
Who goes there?, John W. Campbell.
Folktales collection.

Videos

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Dangerous Knowledge, four mathematicians and their (apparently) shocking proofs.
Murray Gell-Mann on beauty in physics.
Sherwin Nuland, personal insights on mental illness.
Frank Zappa's 1986 Crossfire interview.
Ken Miller's lecture in which he demolishes the Intelligent Design fallacy. Starts off very slow but turns out to be extremely worth it.

Whatever

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The PBF, surreal and sometimes very funny.
Penny Arcade, gaming news and comic.
StumbleVideo, random video's.
GenesisTruth.info, theism beyond strawmen and creationism.
Eddie Izzard, check under The Stuff - fun stuff - Transcripts.
The Free Information Society, e-books and abandonware.

Useful programs

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FileZilla, free FTP program.
Crimson Editor, lovely editor, decent and customizable for programming and LaTeX.
HTTrack, downloads websites.
R, statistical / number crunching software, the open-source MATLAB sort of thing.
Java, go to downloads and then click "Get the JDK download".
Bloodshed, great free C++ compiler and development environment, among other things.
Visual C#, free version (among other programs).
Connotea, online reference manager that automatically imports references from e.g. Pubmed.

People

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Ellen Wilschut.
Matthijs Vink.
Rogier B. Mars.
Marius 't Hart.
Jeroen Benjamins.
Jelmer Bergman.
Personal / random page.