All this will grow, as time and inclination allow.
Tim Krabbé's Chess Curiosities
Nice chess site by this Dutch master and author of The Vanishing.
The Chess Cafe
Generally the best all-around chess site I've seen, with excellent articles and a strong roster of skilled writers.
Software (for Macintosh)
Vicomsoft's FTP Client
The nicest feature of this imaginatively-named program is its ability to do resumable uploads, which is very handy for those of us who are on dial-up connections. (If you've ever had the experience of uploading 5.5 out of 5.6 MB of a file, having your connection crap out, and then discovering that you have to start over from scratch...)
An excellent download manager, capable of retrieving files from FTP, HTTP and Hotline servers (though I would advise against using it for Hotline). It has all kinds of nice features -- resumable downloads, queues and queue times, and many others; it'll even close your connection for you in the middle of the night, which is very useful if you need to leave a download running overnight, but want to make sure your phone line is open come morning.
For my purposes, iCab is the best browser for the Mac OS, hands down. After using it for a few months, everything else seems impossibly slow. The only major caveat is that CSS support is still unfinished, but I haven't had any major problems on account of it.
If you're on a slow connection and aren't looking to check your email or look at pictures, WannaBe -- a text-only browser -- is a wonderful way to get back to the "reading experience". It's a great tool for looking at blogs, particularly those that are laid out in tables and would otherwise take a while to load. It can't do forms, which is a drag, but it can do Google searches through an interesting workaround.
If someone's developed an emulator for the Macintosh, it's probably linked on Emulation.net. It seems to be the definitive site for emulation on the Mac.
Yahoo! Sports: Tennis
This site tends to be updated more often than most other major sites, and has fairly good coverage of most major events.
CNNSI.com - Tennis
Not as good as Yahoo for "up-to-the-minute" coverage, but occasionally they have something that Yahoo doesn't, and I like to follow Jon Wertheim's column.
The ATP Home Page
I don't much go here anymore, but again, they sometimes feature interviews, chats, and so forth that the other sites don't have.
Outsider, song-poem, and related music
The American Song-Poem Music Archives
Without Phil Milstein's efforts, precious few would ever get to hear such tracks as "Believe In God Until You Die".
Nicely designed site that often has appealing oddities for download.
The nation's foremost showcase for very bad music airs on WFMU, 91.1 FM, in Jersey City. On hiatus as of this writing (June 2002), but plenty of RealAudio archives are available.
Bands, labels, and similar musical phenomena
(in random order for now)
Swedish band whose album Tsunamin Audio Prism is very, very nice indeed.
This is a discography for Datacide and other "bands" on Rather Interesting -- in other words, for any project involving Atom Heart, aka Uwe Schmidt, that he's released on his own label. Very, very hit-or-miss, but the Flowerhead album makes up for all the misses.
The Music Fellowship
Sometime label for Landing and the Album Leaf, among others.
Lots of wax cylinders to listen to. Not quite as fun as 78RPM was (before MP3.com had their meltdown), but some good stuff, and it features a soundfile of the earliest known playable recording (the Lambert Talking Clock from 1878).
A Morton Feldman page