This post date might be old but the truth is it always updated

Link Collection
(If you want to request link use Cbox to notice me)

where to download songs
www.beemp3.com (huge collection)
www.gendou.com (anime only, need to register)

where to download videos
www.youtube.com
www.videojug.com (very well explained)
www.metacafe.com

where to download music related software
www.hitsquad.com/smm/freeware (bunch of them and it's free)
www.retrosampling.se/vsti.htm

where to download manga
www.onemanga.com

where to shop online
www.amazon.com
www.ebay.com
www.hlj.com (Japan stuff)

where to find game walktrough
www.gamefaqs.com