Games Workshop - it's their game afterall
http://www.bigjoeduke.com/ - my local gaming group (though it's been so long they probably don't recognize me anymore)
The 40K Cantina - Some good articles on conversions
Turn Signals on a Land Raider - An online comic strip for gamers
The Comp Onion
The Jungle - home of the Fighting Tigers of Veda
ClassicBattletech.com - FanPro's official site
Camo Specs Online - Reference for official color schemes
Fighting Pirannha Graphics - Decals for CBT (and several other games)
Doctor Faust's Painting Clinic - great articles on painting and converting minatures
Electric Ocean
Hot Lead
Minature-Painting.net - home of Visions in Color
Cool Mini or Not