David Kenny's homepage. Especially useful for resources related to mediation and moderation, but also full of stuff on other sorts of statistical modelling techniques
Markdown package for the R statistical software environment. Handy for publishing R code (e.g. to Rpubs) and for integrating latex, comments and other text more seamlessly into code.
A somewhat hard-to-find-but-useful set of ggplot2 examples buried on Hadley Wickham's site.
Listing of classic R datasets used in various packages
An example of R code that tests for a mediation relationship.