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).
Interlocking
Puzzle Index (PuzzleWorld)
Ed Pegg's math puzzles
Davans
The Puzzling
World of Polyhedral Dissections by Stewart Coffin
Wayne Daniel's Puzzles
Michael Toulouzas' Puzzles
Puzzlewood Gallery
George Hart's Puzzles
puzzles.com
clickmazes (hosts a collection of Oskar VanDeventer puzzles)
PuzzleBeast
Binary Arts (now called ThinkFun)
Bart Buie's Stewart Coffin
Puzzles
Cleverwood
Puzzle Palace
Cubic Dissection (also
has forums and a gallery)
Tessellations and MathArtFun
Bill Cutler Puzzles, Inc.
Meffert's
Mr. Puzzle Australia
Puzzle-Shop
Puzzle Master Inc.