Sanctuuaaary (yes, that's how it's spelled) is the
premier source for info on power/speed metal bands. BlackjacK has
a giant list of great bands, with tons of rare information and
pictures. Check it out.
Mega's Page has long been recognized as the
best general metal page on the web, with the best list of band links.
The BNR Metal Pages are
a lot like mine in concept, except that Brian has a lot more
bands, with much less information. A good quick reference source.
RebelRadio broadcasts from Chicago, so I listen to it on
the radio at home, and at school, I listen to it on the
Internet. Now at 28.8 RealAudio! The main DJ, Scott Davidson,
is kind of a dork, but they play great music.Or check out Hard Radio. It's web only, and a little more wussy, but they have better sound and some more info.
My CD (and cassete) list. For more on my CD buying, check out
the Musings section.
Newsgroups
I was just thinking that there are probably a bunch of people who don't
even know about the metal newsgroups on USENET. Their a pretty good
source of information, if you're willing to put up with a bunch of crap.
Well, here they are (these are about the same, and should be available
most anywhere):
Ordering Audio:
Alta Mira is a great
place to find import CDs. The owner, Neil, is really cool, he'll answer
your questions and find you what you need. He usually has more rarities
than other import order places.
Or for online ordering, try:
Impulse Music is another great place to order from.
They used to have discs from Noise Records for $11.99, but Noise doesn't
send them shipments regularly anymore, and the prices are going up.
They've still got a whole bunch of great stuff, cheaper than most
anywhere, and although they don't have the real rare stuff, the people
know their metal. 
They recently opened a store in Roselle, at 344 E. Irving Park Rd. If
you live anywhere in the Chicago area, you must check it out! It's
like being in heaven!
Labels on the Web:
Noise Records is one of the worst record companies in the world.
Almost all their artists (or former artists) seem to hate them, and
their distribution is terrible. Unfortunately, they carry a lot of great
bands. They've got a decent page, and you can order stuff from them at
reasonable prices, but at your own risk.
Back to the Bands
Century Media has a lot of doom/death bands, but they
also have Iced Earth, Nevermore, The Gathering, and the Judas Priest
Tribute cheap. They have stupidly huge pictures on their page, but
they have some good info.