Here are links to some of the most useful sites on the web for Windows programmers. Each site in turn may have its own links to further sites.

Windows
codeguru
Taking off where the Microsoft Foundation Classes end, this site makes many useful classes available for download. Unfortunately although there's a lot of stuff on here it's often rather difficult to find what you want, so I suggest you go to....
www.codeproject.com
...The new site from the folks who used to run CodeGuru, before it got sold. Much easier to navigate than codeguru.
Joe Newcomer's site
Joe Newcomer's site. Joe was contemporary of mine in the MVP program who has a lot of helpful tips on his site, generally in the form of longer articles than you'll find here.
www.sysinternals.com
The site formerly known as NTinternals, this provides information and utilities for people who work with Windows at the nuts and bolts level.
www.codejock.com
More classes
P.J.Naughter's Site
A handy site for MFC classes and tips.

Software in General
Joel on Software
A good programming management site with some outstanding articles. Read the one on recruitment if you read nothing else on here.
Paul Graham
There is some truly fascinating writing on this eclectic site, by a philosopher turned programmer.
Coding Horror
Jeff Atwood's eclectic little coding site. Any topic can turn up in what is effectively just a blog, but it's been quite influential.
Stack Overflow
A community self-help site started by Joel Spolsky and Jeff Atwood, Stack Overflow became a victim of its own success - the posting rate grew to such prodigious proportions that questions scrolled into the distance before they stood a chance of being answered. Has since spawned innumerable variants of itself on many topics.

Last but not least, commercial sites. These guys will help, but at a price. Inclusion here does not constitute a recommendation - I don't have time to do a job, run a site and do evaluations.

Commercial Sites
Northwood Software
GO++ diagramming library, Sanscript visual scripting tool
Dundas Software
Extension classes
DevExpress
Grids, treelists, fancy toolbars et al. I've used the Delphi VCL versions of the DevExpress components, and they're pretty good. They now also sell .Net and ActiveX versions.