The Link List
Everyone has one, so here's mine!
These are the sites I visit most

Emulation Links
Your Sinclair Rock'n'Roll Years: Probably the largest magazine archive in the emuscene.
The Tipshop: For all your Spectrum and SAM hits, tips, POKEs, hacks, maps, solutions, etc... if it'll help you play a game, it's bound to be in here!
World Of Spectrum: The major Spectrum games archive.
More Spectrum nostalgia links in the YSRnRY Links Page

MAME: Arcade emulator, covering thousands of games.
MAME ROMs: ...and the arcade games themselves.

Other Nostalgia Links
Knightmare: Everything you could possibly want out of a website dedicated to the classic kids program that ran between 1987 and 1993. Comprehensive coverage of all eight series, with screen grabs, movies and sound clips, plus lots of behind-the-scenes info. Gobsmacking.
Teletext Then And Now: I'm a Teletext nut - been reading it regularly since about 1990, and was a fan of it way before as a kid when I first discovered it. Must be the retro-computer graphics, I guess. This covers an awful lot of info, especially about the night the Oracle licence expired to be replaced by Teletext UK. Somehow they've managed to record old Teletext pages from years ago and reproduce them on here. An amazing site, and triggers loads of memories.
The Ident Zone and The TV Room: For maximum geekiness, a couple of websites that cover TV Ident films (the bit which is shown just before a program starts). Plenty of screen grabs, plus movie clips. I'm more interested in the Christmas Idents, but all of them bring a small pang of nostalgia to me, especially as the coverage goes as far back as the 80's.

Online Shopping
Amazon: Excellent for books and CDs.
Play.com: Best prices for DVDs, usually. Now, if only they didn't parcel and send you every DVD sperately...
The Gadget Shop: A lot of what they sell is tat, but there's still quite a few "must-have" items.
And if you're interested in The Gadget Shop, you'll probably like FireBox, I Want One Of Those, Innovations, Boys' Stuff, and the Mathmos website.

Online Comics
PvP: A very funny slightly-geeky comic strip that's been going on for a few years now and shows no sign of flagging.
Dilbert: Were there many online comics before this went online? I don't know, but this is the now-classic comic strip about office politics.

News and Periodicals
BBC News and The Times: The reasons why I never buy a newspaper.
The Register: IT news with attitude.
Groklaw: In case you hadn't heard, SCO is claiming rights to Linux and is trying to extort every user for hundreds of pounds in licencing fees. They have no evidence, yet have decided to sue IBM anyway as they've spent $1bn in Linux R&D, and SCO wants a large chunk of that money - more than that, in fact: $3bn. Groklaw covers the legal case in detail and analyzes all the claims made. The bottom line? SCO is in big, BIG trouble.
Saucer Smear: A bit far-out, but a damn good laugh at those who claim to investigate the paranormal.

Misc Stuff
Computer Stupidities: Guaranteed to make you laugh if you're in the IT sector.