Quentin Huys

These are a few links that I often use / have used.

online course material / tutorials

Bill Bialek Biophysics, coding chemotaxis and noise. Lots of references with pdf's.
Richard Hahnloser Biophysics of neural systems, University of Zürich
Steve Cox and Fabrizio Gabbiani Theoretical Neuroscience, Rice University
John Hertz Theoretical Neuroscience
Sebastian Seung: Learning: From Synapses to Systems
MCMC tutorial

Spiking Neuron Models by W. Gerstner and W. Kistler
Reinforcement learning by Richard S. Sutton and Andrew G. Barto
Analysis of Neural Excitability and Oscillations by G. B. Ermentrout and J. Rinzel
Classic Psychology texts - a great resource. Includes James' Principles of psychology and lots of others.
The hippocampus as a cognitive map by J. O'Keefe and L. Nadel (1978)
Numerical Recipes in C by Press et al.
Probability Theory: The logic of Science by E. T. Jaynes
Introduction to Graphical Models by Michael Jordan and Chris Bishop, drafts available online
Felix Agakov's homepage with lots of links to online material
Information Theory, Inference, and Learning Algorithms by David MacKay. Very comprehensive and broad.
Linear Algebra and Elementary Linear Algebra. Two nice linear algebra books.
Dynamical Systems in Neuroscience by Eugene Izhikevich.
History of economic thought

WikiPedia Amazing online reference. You can add and edit things yourself.
MLPedia. Like the WikiPedia, but for Machine Learning
Mathworld
Mathematica online integrator
Abramowitzh and Stegun: Handbook of mathematical functions -- you can download the entire thing for free!
Maths Archives Tutorials, books and links arranged by topics.
Virtual Laboratories in Probability and Statistics Stats overview
Connexions Online resources, covering all kinds of things, from flutes to stats and lemmas.
Sequential Monte Carlow methods / Particle filtering, Cambridge University Signal Processing lab.
Numerical integration overview