There are probably thousands of different web sites that cover baseball. Here are a few of my favorites:
The most entertaining source for forecasts and commentary on baseball, with good resources for the fantasy player.
The best of the big commercial sites. It has everything: scouting reports, commentary from comedy writers (like Bill Simmons) and stats geeks (like Bob Neyer and Gary Gillette), play-by-play descriptions, salary information, links to articles in local newspapers, and even sabermetric stats.
In addition to play-by-play files, this site has the best collection of information on historic games. You can find box scores for many, many games, going back more than 100 years.
Another good web site in the spirit of Baseball Prospectus.
The official site always has up-to-date statistics, and it has been adding lots of great stuff like spray charts, matchups, and other information.
A good site for finding baseball statistics, based on the Baseball DataBank database.
You can get past issues of the SABR “By the Numbers” newsletter at http://www.philbirnbaum.com.
Stephen Rony, a SABR member, has been collecting detailed information about Bill James’s publications and has posted a guide at http://members.cox.net/sroneysabr/JamesIndex/index.html.
http://www.baseballanalysts.com is another well-written baseball blog.