The Miniatures Page (TMP) - The first place on the web for anything miniatures related

Commercial Sites:
Ground Zero Games - 2-25mm scales and big range of spaceships
Brigade Models - 6mm & 15mm Sci-fi, spaceships and 28mm Fantasy
Pendraken Miniatures - 10mm Historical, Sci-fi and Fantasy
Heresy Miniatures - 28mm Sci-fi and Fantasy also modeling stuff
EM4 Miniatures - 25mm Sci-fi and Fantasy also bases and modeling stuff
Worldworks - paper Sci-fi and Fantasy terrain
Ebbles Miniatures - paper Sci-fi terrain and vehicles
Copplestone Castings - 28mm Sci-fi and Fantasy, also 10mm Fantasy
Modelers Attic - 25mm dungeon terrain

Hobby Sites:
Matakishi's Tea House - excellent hobby site
Miniature Wargaming - hobby news and large collection of links to terrian and hobby sites
Wargames Journal - excellent free miniatures webzine
Steve Dean Painting - great site for examples of exceptional miniature painting
Witchhunter - another good site for painting inspiration
TerraGenesis - good terrain building site
Spacestation42 - massive number of links to free paper terrain
Iceberg Paper Models - equally big number of links to free paper terrain
Beware the Beast of.. - Rules on using Daleks in Dirtside 2 games
Andy's Homepage - Check out Andy's page and Dirtside vehicle generator
Stargrunt.CA - Great site for the Stargrunt Sci-Fi game