Agility Websites
Clean Run - a great resource for all kinds of agility info.
Good Dog Agility - my agility club here in Phoenix.
Agility Equipment
JFF Agility Equipment - Information on building your own practice agility equipment.
Stafford Agility - Another "build your own" agility information site.
J & J Dog - Agility/Flyball Supplies
Training Resources
Click and Treat - Clicker Training Information
Teaching the Weaves - This wasn't the method that I used, but it gives another perspective.
Books
Introduction to Dog Agility - the best intro book I've found. Nice full-color pictures, guides to the obstacles, agility organizations, and some build-your-own advice. Also has some great information on what you need to do to prepare your dog for agility.