John Saeger's Atari Documentation: Lots of hard-to-find manuals and info for the Atari 2600 and 7800.
Game Cabinets, Inc.: MAME cabinets and controllers for sale.
Flat Batteries: Very interesting editorials.
Klax World: In-depth information on the Atari title Klax.
The Goat Store: Lots of items for sale, classic and neoclassic systems.
Dan B's Home Page: Dan Boris's page with tons of technical information. Home of the O2Em Odyssey 2 emulator, the V7800 Atari 7800 emulator, etc.
Jeff Frohwein's Video Game Technical Page: Developer info for lots of systems.
The Giant List of Classic Game Programmers: Ever wonder what happened to the people who wrote those 2600 games?
Digital Press: Bimonthly magazine, and an excellent collectors' guide. Warning: Frames!
MultiGame.Com: Classic arcade game info and supplies.
HalBower's Home Page: Lots of stuff for the 8-bit Z80-based machines. UZI180 operating system for the Zilog Z-180 for download as well.
Atari Planet: Info for Atari systems.
Classic Video Games Nexus: Extensive directory of classic video game sites. No longer being updated.
The Machine Room: Database of computers from the last few decades.
Tomorrow's Heroes: Retro Gaming: Newletters and more.
Stark Hassle: A Java applet Star Castle clone. Excellent.
Andrew Krieg's Video Game Hunter's Oasis: Lots of rarity lists!
Marat Fayzullin's Homepage: Lots of emulator information.
Console Passion: Sega Master System, Genesis, Super Nintendo and other systems for sale.
Vintage Fun World: Many different systems, lots of items.
Video Game Connections: Classic and modern video games from a dealer in New Jersey.
videogames.org: Owned by collector Mercury Hess. I've dealt with him successfully on more than one occasion.
B&C Computervisions: Specializes in Atari systems.
Blue Sky Rangers' Homepage: Lots of interesting info about the early Intellivision programmers at Mattel.