All Japanese All the Time - this website has tons of articles about how to learn Japanese by having fun and immersing yourself in the language 24/7. The author claims to have learned Japanese in 18 months while studying for a computer science degree in an American college.
Nihongo Pera Pera - includes many articles on how to study Japanese by yourself. Includes many tips, especially on how to use the computer to its fullest potential.
Tae Kim’s guide to Japanese grammar contains an excellent guide with plenty of examples.
Smart.FM - for a free registration, you get access to tons of free online material. I’m currently studying a list of 2000 core Japanese sentences. The online learning system, called iKnow, has example sentences and recordings by native speakers. See my article on how to use it to learn vocabulary.
Reviewing the Kanji - this website is a great companion to Remembering the Kanji. You can select how many lessons you’ve already learned, and then quiz yourself. The real bonus is that for each character, you have access to user created stories. These stories can be voted on, and this means that you can easily find some really great stories!
Anki or Mnemosyne - both of these are completely free space repetition software (SRS). Anki is very polished and overflowing with options, whereas Mnemosyne is much simpler. Both offer a wide collection of preexisting cards. Anki also has version for some portable devices and a free online account which can synchronize between several computers.
Rikaichan - an excellent firefox plugin that gives you information on kanji and words whenever you hover your mouse over them.
Stories in Japanese
Free stories can be found at this website. The stories are short and simple, and there are plenty of them to choose from.
White Rabbit Press offers a series of booklets graded according to the JLPT vocabulary. The kanji characters have furigana, and there’s a bundled CD with a native speaker reading each story. Each set includes 5 booklets.