Information:

The Lord of the Rings Wiki
One of the most complete, detailed and up-to-date Tolkien references sites available online.

Tolkien Gateway
Another fan-built reference site that is full of great Tolkien-related information.

The Encyclopedia of Arda
A reference guide to the works of J.R.R. Tolkien

The Barrow-Downs
All things Middle-Earth including an encyclopedia, a name generator, and several fun games and quizzes.

Languages:

Ardalambion
A comprehensive site of Tolkien's invented languages.

Merin Essi ar Quenteli
A guide to names and phrases in various Tolkien languages.