Maoxian
always gives insightful and useful daily observations.

Zeal LLC
the weekly column is one the best investing reads on the net

theoretical

Soros on Reflexivity
this short speech by Soros is an excellent starting point for thinking about markets. If you understand him, and he can be quite confusing, you understand a vital feature of markets.

Constructing a Market, Performing Theory
an excellent and readable paper by Donald MacKenzie and Yuval Millo on how market prices are actually determined. They take the options market as their example.

Brian Arthur and complexity
new theoretical work coming out of the Santa Fe Institute is fascinating. Brian Arthur has turned to the emerging paradigm of complexity to help understand markets. The Santa Fe Articial Stock Market, created by him and colleagues, mimics the real stock market in startingly similiar ways.

charts

Sharelynx Charts
the most interesting financial charts on the net. Seems to be more a labour of love than a commercial endeavour.

Bigcharts
the best tool for charting US and Canadian stocks.

Commodity Charts
decent charting functions for all futures contracts, financial, grains, softs, metals etc.. The advertising is minimal, and java charting back to the 70's is fascinating.

Metal Price Charts
Good charting features at the London Metals Exchange for nickel, silver, aluminum, copper, lead, zinc, and tin.