I have no idea how I managed to forget David Pinto's Baseball Musings. That's been on my must-read list for quite a while and, with Lee Sinins, is usually my breaking news source. So, problem corrected and go read his site if you don't already.
Also adding Baseballgraphs.com. Dave's site's pretty technical and focused on Win Shares, a stat that still confuses me, but he's a good guy and helping with the graphs in STP, so he deserves the link!
For those that have asked for a link or asked me to check out your site, my link list is my "must read list" rather than any attempt to be exhaustive. I'd rather tell you what I read and let everyone share new ones than just throw up a big list. I'm always willing to check out good ones though, so keep sending. Never know if I'll add something in.