Ralan's Webstravaganza (markets)
This is a great collection of markets for SF, Fantasy and Humor, with a concentration on shorter markets, but there is also some good information on book markets as well. (http://www.ralan.com/)
Speculations (community, markets, scams)
For writers who want to be read. This can be a useful place to ask questions of other writers in the same boat as you, find out gossip and to get some pointers from industry insiders. Be careful not to spend too much time in the discussions at the expense of your own REAL writing.
Locus Online (news)
The online version of the industry magazine is also a useful resource, though some of the best stuff (for example the notes about which authors and agents are selling, and to whom) is only found in the magazine.
SF Canada (community)
The Canadian SF&F author's association can be found here. You only need two sales to be admitted to this one.
Preditors and Editors (markets & scams)
Don't forget this one, and don't be put off by its amateurish design aesthetic. The information here is really valuable, letting you know if agents and editors are legit or not. Remember, money flows to the author.