Ned Wright’s Cosmology Tutorial: A great resource for all sorts of cosmology news and information.
Frequently Asked Questions about Black Holes (shameless self-promotion!)
John Baez’s web site, which is full of information about a lot of different topics in mathematical physics. The parts I’m most interested in are the ones about general relativity and gravity (and not just because I co-wrote some of it.)
For technical articles about astrophysics and cosmology, the place to go is the astro-ph arXiv.
For great astronomy pictures, you can’t beat NASA’s Astronomy Picture of the Day.
Update: These are now listed on the blogroll (over on the right), which is where they belong.