John Scholes's Problem Page is the most comprehensive. He has the the solutions to all the IMOs, the Putnams, many national olympiads and much more.
A humorous piece published in the American Mathematical Monthly, gives a list of questions that may be asked of a speaker giving a lecture or seminar on any topic whatsoever.
The Chicago Undergraduate Math Bibliography is a great resource especially the comments on the books that they don't like.
The home page of John Baez which also has his series
This Week
in Mathematical Physics.
"The William Lowell Putnam Mathematical Competition 1985 - 2000: Problems, Solutions and Commentary" by Kedlaya, Poonen and Vakil, has all the Putnams from 1985-2000, with hints and detailed solutions. And you can download it!.
Allen Hatcher's book on Algebraic Topology is available for download.
Notes on the Probabilistic Method. Quite detailed.
Combinatory Logic - you need some knowledge of Scheme. But of course, the beautiful Structure and Interpretation of Computer Programs is also available for download from MIT.