XKCD Nerd Sniping.
Math Pages How to solve the problem in 'Nerd Sniping'.
Group Theory This is something I never learnt much about, when I studied physics it was not part of the syllabus. For a beginner this course looks more understandable than most.
Azimuth The John Baez website, this is the place for all the 'cool math' stuff.

The Feynman Lectures on Physics
Much of what I know about physics was learnt from the Feynman Lectures, and these are now available free online. They were written around 1963, so some of the material is out of date, but on the plus side many errors in the original books have now been corrected.
Not Even Wrong The traditional view that theory needs to be confirmable by experiment appears to have been abandoned by some of the string theory crowd, here a leading opponent of this outlook, Peter Woit, argues his case.
Susskind Lectures. A range of topics in modern physics. For those who enjoy watching paint dry. Recommended.
Physics Stackexchange Questions and answers.
QED - The Strange Theory of Light and Matter By Richard Feynman. An explanation of the quantum theory of light and matter aimed at a 'nontechnical' audience, from 1982. Available as a book, but if you prefer to listen to the man himself the lectures can be found on YouTube in 8 parts.
The Meaning of Einstein's Equation by John Baez and Emory Bunn. An introduction to General relativity at an easily understandable level.

Free Stuff
Project Gutenberg Free books. But mostly old, with expired copyright.
Spotify Free music. The free version has occasional interuptions between tracks by 30sec adverts. There is a useful 'Discover' option in the 'Browse' section, and this suggests artists to try based on those you already listened to.
Major Geeks Free software. Not all entirely free, lots of shareware.
Learning Piano Online A good teacher is the first preference, but for those with lots of free time and not much money these free online resources are worth a try.
MOOC. (Massive Open Online Course). For many subjects online learning looks like becoming 'the next big thing', and includes courses run by some of the top universities. Here in the UK university tuition fees were increased to £9000 per year, which may turn out to have unintended consequences. Why spend a fortune on an uncertain quality of teaching when you can learn from some of the best lecturers online at any convenient time and no cost. Provided meaningful qualifications can be included this could be the future of advanced education.

Audio and Electronics
Wireless World is available online at American Radio History. Many old issues going back to 1913 are included, but there are still a few missing. I started reading the magazine around 1968, but gave up soon after it changed its name to Electronics World in 1996.
diyAudio Audio discussions. Lots of opinions mixed with lots of interesting and occasionally useful information.
Hydrogen Audio A more restricted discussion forum, sound quality opinions not supported by double-blind tests are strongly discouraged; stick to the facts! More reliable, but perhaps less entertaining as a result.
Elliot Sound Products. A wide range of audio related topics are covered on the Rod Elliot website, including many practical designs.
Head-Fi Don't annoy the neighbours, get some headphones.
HeadRoom More headphone test results.
Op Amps For Everyone. A free book from Texas Instruments. As suggested by the title this is mostly about op-amps and their uses, but it starts with a 'Review of Circuit Theory' suitable for beginners. I particularly like section 2.6 about 'Superposition' which is maybe not as well known as Kirchoff or Thevenin, but can be just as useful.
The Semiconductor Museum has lots of information about the early history of transistors, but does seem to concentrate mostly on USA devices. Here in Europe we were more likely to be using the OC71 for audio and OC171 for radio circuits, both made by Mullard.
How to make really good homemade PCBs. Exactly what it says.
AIM-Spice 5.6. I am still using version 4.1a. This is not necessarily the best version of Spice to use for audio circuit design, but it does everything I need well enough, and is free. The free version has a limit of 150 nodes and 30 transistors. LTspice is sometimes recommended by audio enthusiasts, but I never tried it myself.

Im Garten Sandosa by Amon Düül. I heard this once in the 1960s listening to one of the offshore pirate radio stations, listening on a small portable radio with a 'crystal earpiece'. The sound quality was abysmal, with noise, fading and adjacent channel breakthrough. I searched for the track for a long time but could never find out what it was. Only recently I found the track on Spotify, but that original magical experience had more to do with the time and place, so now it is somewhat disappointing, but it demonstrates that sound quality isn't everything. In those days I was a short-wave radio enthusiast and listening through the noise, distortion and fading to pick out interesting information was all part of the fun.
Wreckless Eric and Amy Rigby sing his song 'I'd Go The Whole Wide World'. This has a special meaning for me, I met my wife 8,000 miles away. (New UK immigration laws, 2013, now make this impossible for many people. We might hope this is just a temporary aberration, but there are already stories of married couples finding they are now not allowed to live together in either of their countries. The financial 'justifications' are ludicrous, the real point is evidently to compete for the anti-immigrant vote.)
Bandcamp, this page has tracks by my son, who composes electronic synthesised music. It isn't the sort of music I usually listen to, but I quite like the second track.
The tracks at Bandcamp can also be downloaded in various formats for a fee, but you can contribute as much or little as you like, anything from zero upwards. Bandcamp keep 15% and pass the rest on to the artists.