Encyclopedia of Marxism (good site including works by Marx)
Feminist Theory Website (mostly bibliographies rather than online essays)
Johns Hopkins Guide to Literary Theory and Criticism Online
popcultures.com (lots of info on cultural theory)
Postmodern Thought (lots of essays on, well, postmodern thought)
Terms (a dictionary of theory terms)
www.theory.org.uk (especially media theory; get your action figures and trading cards here!)