Okay, so this isn't about all kinds of puzzles---it's really about mathematical puzzles, and there's a focus on puzzles that I like (particularly wooden polyhedral dissection puzzles).
Puzzle Information:
Interlocking Puzzle Index (PuzzleWorld)
The Puzzling World of Polyhedral Dissections by Stewart Coffin
Amazing Puzzles to look at:
Places to Play with Puzzles:
clickmazes (hosts a collection of Oskar VanDeventer puzzles)
Places to Buy Interesting Puzzles and/or Really Nice Puzzles:
Binary Arts (now called ThinkFun)
Bart Buie's Stewart Coffin Puzzles
Cubic Dissection (also has forums and a gallery)