Old Glory - Main site for 25mm and for Blue Moon 15mm/18mm.
Old Glory Pictures - Secondary site but useful for pictures of the miniatures beyond what the main manufacturer site has.
Front Rank - Wide variety of great stuff.
Perry Miniatures - More great stuff across many ranges.
Curteys Miniatures - Some beautiful medievals.
Legio Heroica - Italian company making Crusades and Renaissance among other things.
Warlord Games - Bolt Action WW2 and other stuff.
Old Glory 15s (aka 19th Century Miniatures) - 15mm Old Glory, Battle Honors and Quality Castings WW2.
Figure Painters and Painted Figure Sales
GAJO - Painted Napoleonics, American Civil War, WW2 (and others).
Fernando Enterprises - The Sri Lanka painting service I have used over the years.
Buildings and Terrain
Miniature Building Authority - Terrific pre-painted buildings.
Flag Dude - Wide range of fantastic flags.
GMB Designs - Flags for a wide range of periods.
Danish flag site - A great site for free printable Medieval flags.
Warflag - More good free printable flags.
Rules Sites and Support
Day of Battle - Chris Parker's very fun medieval rules.
Impetus - Dadi and Piombo rules for Ancients through Renaissance.
LaSalle - Napoleonics rules. Also Maurice and Longstreet.
Saga Publishing - Medieval Warfare and various other "Warfare" series rules. Great rules but unfortunately a pretty worthless website.
Bases, Paints and Supplies
Litko - Bases and miscellaneous.
Gale Force 9 - Bases and miscellaneous.
Seven Years War project - An amazing amount of information for the period.
Obilesti 1807 - Russians vs Ottomans in the Napoleonic period. Fantastic painting. I especially love the Janissaries. I can steal these paint schemes for my medieval era Janissaries.