There's an incredible amount of information out there. This section attempts to document the periodicals, books, and online resources that I have found the most useful.
Periodicals are a great way to keep up with current news, daily stock prices, and current information on the companies that you follow.
Investors Business Daily
This is my favorite daily investment newspaper. From my experience, their articles are very informative and unbiased.
Wall Street Journal
This is one of the most well known investment/business papers. Sometimes the articles can be a little biased (they seem to have it in for some companies and can find no faults in others), but for the most part it's very informative.
Money section of Local Newspaper
This is yet another place to find daily stock prices.
Books are a great place to learn the how's and why's of the stock market. There are many different investment strategies and opinions out there, though, so be careful that what you're reading matches up with your personal strategy and risk tolerance.
Motley Fool Investment Guide by the Gardners
This is the most informative and useful book on the stock market that I've ever read. The straight-forward explanations and accountability is unsurpassed. (They invest real money in their strategies and document their returns versus market indices daily on their web site--see below!)
What Works on Wall Street by O'Shaughnessy
Another great book, although I wouldn't recommend it to everyone. It's jammed full of statistics and analysis of various trading methods, based on back-testing over a 30-year period. Absolutely invaluable research, if you can read through and understand it.
Beardstown Ladies' Common-Sense Investment Guide
This is a book written by one of the most successful NAIC clubs. It's pretty good, and it explains quite a bit about their club, but after reading it, I have a hard time putting my finger on much concrete advice from the book.
Perhaps the greatest advance for individual investors in this century has been the Internet. There is a wealth of information available online, including all of the types of information above (current news, stock prices, strategies, etc). The one big drawback is that there is also a lot of "hype". Always consider the source of the information that you find online.
This is one of my favorite places to get information about "tech" stocks. They're recently added a membership fee for people who want to participate in conversions, but you can read messages for free. It's an open forum for everyone to discuss their favorite stocks, comment on recent news, and share their opinions. This is one place where you definitely have to watch for hype, though.
This is one of many online brokerages (and the one I currently use). Online brokerages typically allow their clients to place stock trades over the Internet at $10 to $20 per trade, which is significally lower than a full-service broker. Lombard offers a free "Public Access Center" where you can get stock quotes. One highlight is their Intraday graphs, which show the movement of a stock's price during the day. You must register (free) to use this.
This site is basically a database of links to other sites. Enter a stock ticker and it will give you dozens of links to information (mostly free) such as Quotes, SEC filings, Earnings Estimates, Options Quotes, Graphs, News, Discussion Groups, Fundamental Data, and Historical Data files.
On the SEC's site is the Edgar database. All publicly traded companies are required to submit certain forms to the SEC on a regular basis. These forms show things like quarter and annual financial statements, insider selling or buying, etc. They can be pretty cryptic, but are a great source of information.
This is another quote site with some significant features not offered elsewhere. They allow you to look at entire industries and show which stocks and sectors are up or down the most. They also have details of institutional and insider ownership, but appear to be very out of date on this information.
This site, run by Microsoft, has daily historic stock prices for most stocks, going back several years, which can be downloaded, charted, or displayed in a table. There's quite a bit of other stuff here, too.