Here are some links to places, software, websites and operating systems, which I have found useful or interesting in scientific projects or otherwise.
R packages and links
wmtsa: Wavelet Methods for Time Series Analysis
e1071: Functions for Support Vector Machines
Rcpp: R/C++ interface. Great for speeding up slow bits of the R code.
boot: Bootstrap functions.
verification: Forecast verification utilities (e.g. ROC curves)
Creating R Packages: A Tutorial. by Friedrich Leisch
Sweave - Dynamic reports with R
Winbuilder: Build windows binaries of R packages
R-Forge A platform for R package development
R-Cookbook R recipes
R questions in Stack Overflow
R tutorial Basic usage and elementary statistics
R bloggers Articles about R - from the R blogosphere.
ESS - Emacs Speaks Statistics
Other tools and libraries
Excellent guide for using Latex. (In finnish).
Mathesaurus Thesaurus of Mathematical Languages
The Scientist and Engineer’s Guide to Digital Signal Processing- Free e-book
Online College Classes - Comprehensive list of free e-books and other free material online