For my own reference, more than anything else.
C++
www.fredosaurus.com
www.dreamincode.com
Bjarne Stroustrup
www.cplusplus.com
tutorial from IBM
www.parashift.com
www.java2s.com
www.learncpp.com
FAQ, tips, tricks, including tons of interview questions
www.mochima.com tutorials
tips on managing C++ objects
UWashington intro courses
C++ with a Finance twist
Quantlib
Stuff by Bernt Odegaard
R
R project
Sciviews, R GUI
CRAN (CMU)
R code and examples (D. Ruppert book)
More R examples
General Knowledge
freetechbooks
codeproject
geekinterview
MIT OpenCourseWare