(Not updated in a VERY LONG time)
Leigh Tesfatsion's ACE Resources
Society for Computational Economics
David Levine's Page on Economics and Game Theory
Al Roth's Games, Experimental Eco and Market Design
Theoretical Economics - Web Journal
Varian's Information Economy Compilation
Econometrics Laboratory - UC Berkeley
Online Economics textbooks - Oswego
Cosma's Fascinatingly Unreadable Page
Physics and Cosmology