In the history of psychology my favourite links are:

In history of psychology are the classic texts that are providing reading for ages to come. It also has an electronic resource developed by Christopher D. Green. you can also search in the CHP special collection or in the CHP documents index list.

Still in history, the resource Guide on the History of Psychology, run at St Lous University is a very rich source of all locations.

Regarding the theory of cognition my two favorite sites are:

The COGPRINTS archive with may many articles papers in any area of Psychology, neuroscience, and Linguistics, and many areas of Computer Science, Philosophy , Biology, Medicine, Anthropology as well as any other portions of the physical, social and mathematical sciences that are pertinent to the study of cognition.

The Behavioral and Brain Sciences Website is an international, interdisciplinary journal of "open peer commentary," published by Cambridge University Press, with its editorial offices in Southampton UK and New York NY. BBS publishes important and controversial interdisciplinary "target articles" in psychology, neuroscience, behavioral biology, cognitive science, artificial intelligence, linguistics and philosophy.