Community Forums - good place for discussion and buying/selling
http://famicomworld.com/ - Famicom World, all about the Nintendo Family Computer and its accessories
http://www.atariage.com/ - Atari Age, all about classic Atari systems.
http://www.nintendoage.com/ - Nintendo Age, focused on NES. Forums are one of the most active places for buy/sell. Also puts out a very nice e-zine.
http://www.neo-geo.com/ - All things NeoGeo
http://www.racketboy.com/ - Great all around info site and forums. Be sure to check out their system guides. Also sells very good a/v cables and other misc accessories.
http://www.rfgeneration.com/ - Goon partially run, great blogs and forums. Fantastic collection tracking tool which has its own android app as well.
http://www.sega-16.com/ - Sega 16, all about the Genesis/MD and really really good.
http://www.digitpress.com - Another active forum. You need to wait ~10 days after registering to see buy/sell.
http://pcenginefx.com/main/ - Community focused on the Turbo Grafx-16 / PC Engine
http://bataribasic.com/index.html - Batari BASIC, a BASIC compiler for Atari 2600 development
http://nesdev.parodius.com/ - NES Dev, THE go-to site for NES game development and hardware technical info.
http://bobrost.com/nes/ - Online version of a college course on NES game development, an incredible resource for getting started on programming for the ol' toaster.
http://www.nesicide.com/ - ...and to help you along, this is an NES-specific IDE
http://kevtris.org/ - Bluetech, Kevin Horton's homepage. Dude is to old game system hacking as Tiger Woods is to fucking waitresses. Except better.
Hardware modification and repair
http://cgfm2.emuviews.com/ - Console hardware info and modifications
http://www.retrousb.com/index.php - Makers of the power pak and super power pak flashcarts for nes/snes respectivly. Also has adapters for getting retro controllers working on pc's.
http://www.raphnet.net/electronique/electronique_en.php - A shitload of hardware modifications, really cool. Also features the best guides on disabling an NES' Nin10 lockout chip and repairing the 72-pin connector(don't buy a new one if yours is fixable)
http://www.gamesx.com/ - Wiki with tech specs on a lot of hardware and instructions for mods. Need to know the pinout for a snes multiav port? They have it.
http://www.slagcoin.com/ - Everything you need to know about building arcade joysticks. Contains a lot of generic information on tools and parts which apply to modding old consoles as well.
http://www.multimods.com/ - TurbografX/PC Engine/Duo modifications and repair
http://www.mmmonkey.co.uk/ - Lots of modifications ranging from easy to hard with pictures for various consoles, bios changes, region switching, video modes and signal types etc.
Retro game reviews and history
http://www.videogameconsolelibrary.com/index.html - Huge compilation of every single console ever. Very informative and it has great pictures as well.
http://www.hardcoregaming101.net/ - Hardcore Gaming 101, one of the greatest sites on the planet for info about all kinds of older game series. Lots of obscure info here. HIGHLY recommended reading.
http://www.nesplayer.com/ - Nintendo Player, NES game reviews and editorials. Pretty decent read.
http://www.nesworld.com/ - NES World, the oldest NES fansite on the internet (started in 1993) and still updated frequently.
http://www.retroactive.co.nz/ A New Zealand based retro gaming site, run by FeedbackBsr on SA. Covering anything and everything from 1999 earlier it's New/Videos/Reviews/Editorials galore!
Really want a rare game or one that was never released for your language? Cart reproductions are the way to go. Using low value donor carts and replacing the programmed chips with different games. These typically have a set cost per system ~$25 for a nes/genesis cart ~$50 for a snes. Some of them are a bare cart and label, some go all out and get boxes made.
http://www.lostclassicvgs.com/ - Goon run
http://www.nesreproductions.com/ - NES Reproduction carts at reasonable prices
Retro focused web shows and YouTube channels
http://www.retrowaretv.com/home/ - Retroware TV, a lot of web shows with reviews, retrospectives and other general retrogaming info. There's some crap, but a lot of good stuff. I'd highly recommend the game chasers.
http://www.youtube.com/user/HappyConsoleGamer - lots of videos, enthusiastic presenting style.
http://www.youtube.com/user/MetalJesusRocks - newer channel, good personality.
http://www.youtube.com/user/PeteDorr - RPG focused but not limited to.
http://retr0bright.wikispaces.com/ - Retr0bright, a recipe for a plastic brightening solution that will make old plastic electronic cases look brand new.
http://www.videogamepricecharts.com/ - Aggregates average prices based on ebay/amazon for video games. Incredibly useful for having a baseline idea of what something is worth and not getting ripped off. Also has an android app.
http://www.smstributes.co.uk/ - Sega 8-bit, pretty much the Sega Master System version of Sega 16
http://smspower.org/ - SMS Power!, another Master System fansite, with information on foreign releases and obscure hardware