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!)