Advice for current and prospective grad students:

Keith Gamble's site (Grad student in econ at UC Berkeley)

Site for current or prospective grad students in economics

"How to Build an Economic Model in Your Spare Time" (Hal Varian)

Job Market Advice from Harvard Placement Directors

More advice on Presentations, Paper Writing, and the Job Market

Recommended math textbooks (courtesy of Maya E)
(A link to Google Answers - kind of messy - scroll down to the middle read the list)

Daniel Hamermesh's essay on Etiquette for Economists

Notes on text editors (thanks to Thomas B.)

An article on research, by Dixit (thanks to Mike P.)

An article about being an economic theorist, by Rubinstein (thanks to Maya E.)

Statistical Resources:

Bureau of Labor Statistics

ICPSR

Current Population Survey

Data Ferrett (for getting/managing Census and other gov. data)

CA Criminal Justice Statistics Center

CA Labor Market data

Political Contributions Data

Iraq deaths

Awesome downloadable world statistics for charts (courtesy of Jason A)

Note: all of the above were written by me. In addition, the second one was peer-reviewed. The first one is not yet finished.

The stuff below is non-academic, written just for fun!