Commentators
Barry Ritholz : The Big Picture is (imho) the go-to site for well-balanced, analytical commentary on all issues stock market, economic and political.
John Forbes : The Prudent Speculator is about the best long-term investment return around. The emphasis is on value investing.
David Stockman : a look at the US markets from a political point of view. If you want to continue believing that the markets are efficient, do not read this !
Books
Bailout Nation - Barry Ritholz
Bull - Maggie Mahar
The Engineer at Large - Gordon Cameron
Trend Following - Michael W. Covel
Technical Analysis of Stock Trends - Edwards and Magee
Websites
Trizics - Gordon Camerons' website explaining the principles of the Theory of Inventive Problem Solving. SMTP is a novel approach to stock market trading, with many of its' inventive steps illustrated in this website.
DIY Algorithms - FT Article - A recent Financial Times article describing the emergence of tech-savvy DIY Algo traders, which is exactly what I do !