If for instance the link is to a program, you're offered good advice on how to do this and that. Quality, not quantity. This is Notzai's links page by Pascal Villalba - a member of the Palamede group. A fairly new site and still growing. Directory of links to sites in English.
Most links have a short description.
Mecca - searchable chess encyclopedia. Updated on a regular basis. Bill Wall's links . Lots of links, but little guidance. In Chess has many links, and the increasing number of dead ones gives you a good impression of how fast things change.