Design and CAD

Eagle: PCB layout software (including freeware version)
Eagle tutorials from SparkFun: schematics, PCB layout, creating parts
CNC Panel Joinery Notebook: how to join laser-cut and routed parts

Materials

MatWeb
Inventables
This to That: advice on adhesives for various materials
Online Metals
Less EMF: unusual conductive materials
J. Freeman: plastic and other materials

Components & Parts

McMaster-Carr: hardware of all kinds
Digi-Key: electronic components
Mouser: electronic components
Jameco: electronic components
Newark: electronic components
SparkFun: modules and parts for electronic prototyping
Adafruit: electronic kits, modules, and other components
Seeed Studio: lots of components and modules (China)
JST: connectors (Japan)
alibaba express: Chinese distributors

Fabrication

i.materialise: 3D printing service
shapeways: 3D printing service
Solid Concepts: 3D printing service (more professional)
Ponoko: 3D printing, laser cutting, and CNC routing service
Protomold: low-volume injection molding
MFG.com: online quotes from machines shops and other fabricators

PCB Fabrication

BatchPCB: relatively cheap for small quantities but slow
Advanced Circuits: including bare-bones special with one-day turnaround
AP Circuits: fast prototyping service based in Canada
Gold Phoenix: including special prices ($100 for 100 sq. in. and $110 for 150 sq. in.), arrives in about two weeks
Seeed Studio Fusion PCB Service: low prices but you have to pay for shipping from China