A handful of links that contain relavent information.

Role-Playing:
RPG.net - The site for role-playing resources and it's run by one of the creators of Call of Cthulhu!
De Web Mysteriis - A good resource for Call of Cthulhu information
Steve Jackson Games - The $15 a year to access Pyramid is well worth it for the best archive of gaming material on the web
The Byakhee Home Page - A very nice, very useful character generator for Call of Cthulhu which even makes official character sheets!
WebRPG - Not the best tool for Cthulhu, but a useful game aid for playing pen and paper games online.

Useful knowledge
A History and Mythos of the Knights Templar - A nice site that covers information about Templars from all angles.  I found it useful for working up one of the scenarios.
Calender - When you absolutely have to know if January 17, 1925 is a Saturday
A Reader's Guide to the Cthulhu Mythos - If you don't know who that Kithyooloo guy is, this can help

Personal:
Gone Gold - The computer gaming site where the players all met and where I write a daily column
Jabootu's Bad Movie Dimension - My favorite film site and a fountain of knowledge you didn't want to know.  Jabootu is the dark god of bad films.
Sluggy Freelance - As I type this this online comic strip is running an ammusing ongoing story parodying horror films better than just about anything I've ever seen.