The following are some websites I've found that may provide useful information.  I make no claims about their reliability, use as they fit your needs.  If you find useful sites that are not listed, let me know so that I can post for others to use.

General Sports Information:

Baseball, Basketball, Hockey and Football Online Statistics Databases
Ballparks.com
Ballparks
Journal of Sports Economics (abstracts of articles)
Sports Links Central.com
Sports Links Central.com:  Leagues & Teams
The Sports Economist


Professional Baseball Information:

Andrew Zimbalist Speech
Baseball Economics Resources
Baseball-Links.com - All Sorts of Baseball Links
Baseball-Reference.com - Major League Baseball Statistics and History
Baseball Think Factory
Business of Baseball - The Baseball Archive
Congressional Legislation relating to Baseball's Anti-Trust exemption
Major League Baseball : Official Info : Home
Major League Baseball : Official Info : Official Rules
The Baseball Archive-Sabremetrics
The Baseball Archive-General Baseball History
The Business of Baseball
Major League Baseball Salaries Database (USA Today)


Professional Basketball Information:

Basketball-Reference.com - Professional Basketball Statistics and History
BasketballReference.com - NBA Basketball Statistics, Draft, Awards, and History
General Professional Basketball links
The Business of Basketball

Professional Football Information:

Pro Football Reference.com
SportsLine USA NFL StatsWorld
The Business of Football

Professional Golf Information:

ESPN.com - GOLF - Statistics
Golf Associations & Organizations
Rules of Golf

Professional Hockey Information:

The Business of Hockey