Math Links:

MathSciNet (Mathematical Reviews)
zbMATH (Zentralblatt MATH)
JSTOR (journals, books, etc)
European Mathematical Society (EMS webpage)
American Mathematical Society (AMS webpage)
Mathematical Moments (AMS series of posters on maths)
Mathematics Genealogy Project (informations about mathematicians of the word)
Encyclopedia of Mathematics (open access resource for mathematics community)
CNPq (National Counsel of Technological and Scientific Development - Brazil)
Kourovka Notebook (collection of unsolved problems in Group Theory)

Some videos on maths (and not only):

videos of
IMAGINARY (see also home page of IMAGINARY for more info)
video on symmetry (in English with subs)
video on algebra/history of algebra (in French with English subs)
video on the art of puzzles (in English with subs)
advice to young scientist (in English with subs)
las matemáticas son para siempre (in Spanish with subs)

Computer Links:

DeTeXify (a nice applet to find symbol for LaTeX)
TUG (Tex Users Group: a starting point for LaTeX)
TUGboat (the journal of the TeX Users Group)
Online tutorials on LaTeX
MikTeX (LaTeX for Windows OS)
MacTeX (LaTeX for Mac OS)
GAP (A system for Computational Discrete Algebra)
Exploring Multivariable Calculus (website of the project developed by Prof. P. Seeburger with support from NSF)

My interests Links (music, photography, cooking,etc):

The Art of Photography (podcasts, tutorials and more on photography)
PappanoinWeb (a nice project about classical music concerts)
La Cucina Italiana (a good website on italian cuisine - in italian)