Vintage Stuff
http://www.network54.com/Forum/153652 - best vintage card forum and chat room ever
http://hometown.aol.com/kealoha707/page1.html 19th Century / PreWar Baseball Cards
http://clubs.yahoo.com/clubs/vintagebaseballcardtalk - another great vintage card forum - should check it out regularly
http://www.t206museum.com - best site for comprehensive t206 info, including back multipliers list and a forum
http://midwest-vintage-base-ball.com/Cards/N172.html Incredible N172 (Old Judge) image site!
http://memory.loc.gov/ammem/bbhtml/bbcardsSets1.html - Library of Congress site for very high-quality pre-WWI card images
http://www.cycleback.com/ - vintage baseball memorabilia and cards - David Rudd
http://www.caramel-cards.com/ - everything you need to know about caramel cards - Pete Calderon
http://members.aol.com/METSBWD/hofers.html - card lists of pre-WWI HOF'ers - Brett Domue
http://www.vintagecardsonline.com/ - amazing vintage card gallery
http://www.t206.com/shop/ - rosters for every 1909,1910 and 1911 team, marks the ones that had t206 cards made, includes card images by player
http://www.vcbc.net/ - Vintage & Classic Baseball Collector Magazine - back-issues mentioned on the board are available
http://www.vintagecardboard.com/new.html - fantastic source of information for OBAKs and T3's
http://www.zeenuts.com - zeenuts site, including checklists
http://www.baseball-almanac.com/treasure/autont005.shtml - interesting site
http://blackbetsy.com/ - need I explain?
http://www.sportingnews.com/baseball/61/hbo.html - not prewwII, but you have to see this movie!
http://www.toyou.com/fl/ - the Federal League!
http://hometown.aol.com/amcook93/prewar.html - card traders
http://www.19thcenturyonly.org/ - great site for information on pre-1900 baseball memorabilia and cards
http://www.deadball.com/index.htm
http://members.aol.com/_ht_a/sak1985/page/backs.htm - T206 backs site!
http://thedeadballera.crosswinds.net/index2.html - this is the weirdest vintage site you'll ever see, but engrossing!
http://www.thebaseballpage.com - Occasionally some good vintage reading
http://www.baseball1.com/ - Some good vintage information and stats
http://tsn.sportingnews.com/archives/baseball.html - The Sporting News vintage archive
 
Personal Collector sites
 
http://www.Cyscards.com (NEW LINK!) - Cyril Petras' site, featuring '50s Topps and Bowman and sometimes older stuff. Even some football!
http://www.homestead.com/runscott/ (Modified LINK!) - Scott Forrest's site - includes this links list, so no need to distribute in the future
http://www.angelfire.com/nb/jms/want.html (NEW LINK!) - Jeff Sackman's site
http://members.aol.com/rebelsart/ - Art Martineau's site - art is co-writing a book on t206 cards that should be incredible. Coming out soon.
http://users.rcn.com/b.cornell/ (revised LINK!) - Bill Cornell's site - great gallery of Fatima T222's
http://www.geocities.com/mostly_rookies/ - Andy Baran's (collector) site
http://www.lewisbaseballcards.com/ - Hal Lewis has a great site featuring graded HOF'er cards
http://www.sb1.50megs.com/catalog.html - Scott Brockelman's site - big collector of Breisch Williams and Ramlys
http://www.rbcraik.com - Bob Craik's site
http://hometown.aol.com/kealoha707/page1.html - Frank Ward's site. Finds really unusual cards and great at detecting fakes!
http://www.geocities.com/brass_halo/CubanBaseball.html - Ryan Christoff's Vintage Cuban Card Site
 
Reference - player/team statistics
http://www.retrosheet.org/index.html - Fantastic site loaded with stats and play-by-play accounts of pre-1984 games! 
http://cgi.cnnsi.com/baseball/mlb/all_time_stats/rosters/national_league/ - great site for player and team stats,any league,any year
http://www.pubdim.net/baseballlibrary/ballplayers/ - BaseballLibrary.com - stats and news stories where players are mentioned 
http://www.baseball-reference.com/ - more player and team stats
http://www.baseball1.com/c-stats.html - the Baseball Archive - great source for stats, any year
http://www.baseballhalloffame.org/ - Baseball Hall of Fame, not featuring Ed Reulbach
http://www.enel.net/beisbol/ - nice Spanish "Beisbol" site
 
Auctions and Shows
http://thenational.net/index.cfm - The National Convention home page
http://www.oldjudge.com/oldjudge/web/ - Lew Lipset's site
http://www.mastronet.com/index.cfm?Content=HomePage&CFID=232323&CFTOKEN=76203300 - Mastronet
http://www.teletrade.com/ - Teletrade
http://www.lelands.com/auction/auctioneer.exe?pageid=home - Leland's
http://www.baseball-hobby.com/index2.html - David Festberg
http://www.festbergauction.com/  - David Festberg's new site
http://www.csauctions.com/ - Steve Verkman
http://www.abouttimeauctions.com/index3.html - About Time Auctions - Jerry Smolin
http://www.huntauctions.com/hunt.html - Hunt auctions
http://list.auctions.yahoo.com/21013-category-leaf.html - hmmm. Even less control than e-bay
http://www.tristarproductions.com/ - runs card shows around the U.S.
http://www.superiorsports.com/ - Superior auctions
 
Dealers
http://www.fullcountbcc.com/  Full Count - lots of nice graded cards
http://www.bmwcards.com - BMW Sportscards - best selection of really high-end graded cards
http://www.kityoung.com/  - KitYoung Cards
http://www.sportscardsplus.com/index.html - Sportscardsplus - good deals on commons
http://www.fritschcards.com/ - Larry Fritsch - good selection of vintage reprint sets
http://www.gfg.com/ - Dave's cards. Reasonable prices on lower-grade cards - usually plenty of caramel cards
http://www.mikewheatcards.com/ - Mike Wheat cards - reasonable prices on vg/vg+ commons - lots of caramel cards
http://cardsold.freeyellow.com/index.html - Lots of old cards for sale, excellent selection
http://dking-gallery.com/sports/ - Dennis King Galleries
http://www.fancraze.com/cgi-bin/fancraze.pl - ER Galleries
http://www.milehighcardco.com/Inventory/Pre_War/Prewar_Inventory.htm 
 
Supplies and Grading
http://www.sgccard.com/index.html - SGC card-grading
http://www.prograding.net/INDEX.HTM (NEW LINK!)  Sorry, I couldn't resist.
http://www.beckett.com/ - Beckett publications and card-grading
http://www.globalauthentication.net  GAI card-grading
http://www.psacard.com/new_set_registry/display_categories.chtml?sportscatid=2&category_name=Baseball (NEW LINK!)  PSA Set Registry - baseball
http://www.collectorsuniverse.com/  - Collector's Universe (PSA card-grading,etc.)
http://www.ebaystores.com/id=731734 - JP Collector Supplies. Very reasonable and a great selection.
http://www.dandlproducts.com/sheets.htm - more card supplies
http://www.cardboardgold.com - Cardboard Gold - some of the best prices in the hobby for supplies