Resource Management
http://www2.whidbey.com/djdenham/Index.htm

Ever wondered what all those programs are that fire up when you start Windows and sit in your System Tray consuming resources. Find out here.

WinGuides
http://www.winguides.com/

Formerly known as RegEdit.com. Host the largest collection of Registry tweaks I've come across, together with other useful information.

windows-help.net
http://www.windows-help.net/

Part of the InfinSource/Rose City Software site. A bit difficult to navigate; try the links under windows-help.net on the left-hand side. Includes a comprehensive list of those pesky 0E blue screen messages Windows 9x is so fond of.

Annoyances.org
http://www.annoyances.org/

Granddaddy of them all. Huge collection of articles covering every aspect of Windows.