KoL Coldfront -- a nice site with a variety of useful information. Also has the latest KoL news, which is very nice. It's the "official unofficial KoL fan site".
Visual KoL -- a very nicely-presented site by Jinya, with recipes and some other useful information.
Visual KoL wiki -- the wiki associated with Visual KoL, which has become a very useful and comprehensive information source in its own right.
Sir Purpleturkey's combinations database -- a very slick site which has all recipes, cocktails, smithing recipes, and combining recipes. Furthermore, it can also, given an item, tell you all things that can be made using that item. Very nice!
History of KoL -- a history of various events in KoL, originally started by Trog Dor and taken over by Coldfront after he left. The original version can be found here. Also features an excellent rares page.
KoL item effects -- Ohayou's statistics for items, food, and booze. This uses semi-automated statistic gathering so it has a very large data sample. You can also see food and booze by themselves.
Grignr's adventure results -- an incredibly detailed chart of the possible outcomes of adventures. It's a little hard to read, but amazingly complete.
KSlayer's spoilers -- a useful list with a lot of information, some of which is quite hard to find elsewhere. Recently updated.
Simulator of Loathing -- a very impressive tool which allows you to test out various combat strategies, equipment, effects, etc. against monsters in the Kingdom.
The Rye's skill list -- a list compiled by The Rye with a complete listing of skills for all classes, including costs, effects, and eligibility requirements.
Xylpher's Familiar Helper -- a very slick tool which gives you advice on how best to level up your familiars in the Arena.
Clan Histories -- a set of some clan histories compiled by Chubbles. Warehouse 23 has a mirror here.
KoLmafia -- a Java-based client by Holatuwol. Very slick.
KoL CLI -- a Perl-based KoL client, originally started by me, but now maintained by txranger and the Iron Chefs (thanks!).
KoLmelion -- a Windows client for KoL by Papa Zito which automates some repetitive tasks. Has been abandoned for a while now; there have been some attempts to resurrect it but I don't know their status.
Fnord's KoLbots -- includes information on the bots created by Fnord7 which populate the Kingdom: chefbot, chatbot, escrowbot (no longer running), and mallbot.
Ohayou's scriptlets -- a selection of Javascript scriptlets (designed for Firefox) to automate certain repetitive tasks.
Pantry of Loathing -- a site started by SolarFlare with a KoL helper window. It also contains food & drink information which is no longer frequently updated.
Market Watchers
Coldfront's KoL marketplace -- a very, very nice listing of the current status of the market in KoL. Check it out!
Stankpoon's Mall Data -- mall data and graphs for some of the most popular items in the Kingdom.
Mallbot Data -- data collected by mallbot showing price changes in the Kingdom over time. Note that this is all in raw form, so you'll have to do the analysis yourself.
Art & Picture Sites
The KoL Comic -- a comic strip set in KoL. Beware, spoilers are here!
KoL Screenshots -- screenshots of interesting things in the game.
Since I don't really follow KoL art all that closely, I don't have the sites handy. If other people want to help out here, that would be keen.
Old Sites
KoL Trance -- KoL Trance used to be one of the best general information sites in the early days of the Kingdom, but around Ascension it stopped being updated and now appears to no longer exist.
KoL Item Locator -- The agesoftime item locator used to have a very convenient list of items, what you can make with them, and where you can find them. It also fell out of date and now no longer exists.
Haz' KoL sites -- a list of other KoL-related sites; seems pretty outdated these days.