Dungeoncraft
This online series at Dragon Magazine seems to be over. It has a lot of really interesting tips and hints for constructing a setting, including the fabulous Deck of Secrets!
Irony Games Online WebTools
Online mappers, die rollers, calendar creators, and a links list of even more 'Net-based gaming tools.
Kabalarian's Baby Names by Category
The Kabalarians apparently believe that the letters in a person's name determines their personality. I don't really care what they believe, but they have a huge list of baby names sorted by language. The categorizations don't seem very carefully checked, but there is a gold mine of names here if you theme your gaming nations with nuggets of real-world cultures.
Chris Pound's Name Generator
Real-world not your style? The online utilities on this page can generate Standard Heroic Fantasy names as well as words and names that sound like they could plausibly be from any number of languages. Also generates Pokethulu names!
Yahoo! List of Countries
Very useful if you use real-world places as consistent flavorings in your game world. Click on the country you want and get the option to see a list of cities, regions, or other categories of places. Click and presto! More placenames than you can shake a stick at.
Foreign Languages for Travellers
This page is plagued with annoying popup ads, but is a great place to get a small sampling of words from close to 100 languages. When I want a dozen or fewer 'color words' to add spice to a culture, I go here and shop around until I find a language that has the sound I'm looking for. It's a bonus if the words I want are right there, but if they're not, it's no big deal. My players are unlikely to know what the words 'really' mean, anyway.
Elfwood
This is a clearinghouse for amateur fantasy and science fiction art, from the jaw-droppingly excellent to the really, really bad. It is searchable, and is a great place to look for character portraits. But please respect the artists' work - don't steal and/or copy anything against their wishes. Ask before you post one of their illustrations to the web as a PC portait. Most are very happy to let you do so, and it's good karma.
AD&D 2e Free Downloads
If you play AD&D 2e and haven't seen this page, go now. Heck, even if you don't, go. A fair amount of gaming material is there for the downloading, absolutely free! At that price, you can afford to copy the one page that's actually useful for your campaign and ignore the other 127 pages in the book!