Amazon: Mostly for books. Not a lot cheaper than the high street now, but still open when I get out of the office, which the high street usually isn’t.
RPGNow: Games to download in PDF format. Good source of out-of-print classics.
Two Hour Wargames: Publishers of solo and same-side wargaming rules such as 5150 (SF), All Things Zombie (survival horror), and Warrior Heroes (fantasy).
Penny Arcade: Strips loosely grouped around videogames. Strong language throughout.
Schlock Mercenary: Space opera about a group of mercenaries and their missions. Much like Robert Asprin’s Phule’s Company, so if you liked that, you’ll probably like this.