The following sites are very useful.
Before posting a question, you should probably check one of these sites to see whether the answer is already available.

http://mathworld.wolfram.com
Eric Weisstein's World of Mathematics, aka Mathworld.
An incredible encyclopedia with plenty of entries concerning almost any branch of mathematics.
Physics, chemistry, astronomy and biography sections are also available under the scienceworld subdomain.
The page http://mathworld.wolfram.com/random.html redirects you to a random Mathworld entry - I set this to my homepage :).

http://www.planetmath.org
An "open" mathematical encyclopedia, also quite great.
Sometimes you may find things here (especially proofs) that you can't find on Mathworld (or that are explained better).

http://www.quickmath.com
Powered by Wolfram Research webMathematica, this is a free service that provides some simple functions, and can be extremely useful in many situations. (Will sometimes do your homework. Worth checking out!)

http://www.wesleyan.edu/classics/greek_resources/writing_guide/writing_guide.html
http://mkatz.web.wesleyan.edu/wescourses/2000f/grk101/01/draft/writing_guide/writing_guide.html
http://yoni.valhallalegends.com/greek
Found this in my Favorites - a guide for writing Greek letters.
Greek letters are very often used in mathematics, which makes this a useful link here.
Pretty neat, I guess.
[Edit 2004-06-10: Updated the URL for this.]
[Edit 2005-03-11: The URL changed back, so I wrote both URLs and mirrored it on vL too. Best to use the vL mirror, I guess.)