FamilySearch (www.familysearch.org).   Church of Jesus Christ of Latter-day Saints.  Has search engines, catalog of holdings, general research help (under Search). 

PBS (www.pbs.org/kbyu/ancestors/).   Nice introduction to genealogy. Lots of information.

Dear Myrtle's Daily Genealogy Column (www.dearmyrtle.com). Lots of information.

Cyndi's List of Genealogy Sites on the Internet (www.cyndislist.com).  A very detailed and often cited source.

Social Security Death Index ( http://ssdi.genealogy.rootsweb.com/cgi-bin/ssdi.cgi).  Good version of the SS Index because of the advanced search option.  Death must have been reported to SS for person to be in here.  SS started 1937.

National Archives (NARA) (www.nara.gov/genealogy/genindex.html).  Has many naturalization papers,especially for immigrants arriving during the 20th century (earlier ones might be in state or local courts).

Vital Records Information (www.vitalrec.com). To see where to get birth, marriage, and death certificates.

Immigrant Ships Transcribers Guild (istg.rootsweb.com).  Site has the most passenger lists in one place, but I've never found an ancestor. Or else order list indexes from NARA or Family History Center.

Ellis Island Records (www.ellisislandrecords.org).A better way to search the Ellis Island Records is at http://sites.netscape.net/stephenpmorse/ellis.html